+68.0%
COST vs WST
-11.8%
+79.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | -2.5% | +0.4% | -2.9% | -2.5% |
| 30D | -4.4% | -2.0% | -2.4% | -4.4% |
| 3M | -8.1% | +4.1% | -12.2% | -8.3% |
| 6M | -9.2% | +47.4% | -56.7% | -10.7% |
| YTD | +5.1% | +25.4% | -20.3% | +3.9% |
| 1Y | -5.1% | +35.3% | -40.4% | -6.5% |
| All | +68.0% | -11.8% | +79.9% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling