+122.5%
COST vs WST
+1.6%
+120.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.6% | +1.4% | +3.2% | +4.4% |
| 30D | +12.8% | +12.7% | 0.0% | +11.1% |
| 3M | +12.1% | +17.2% | -5.1% | +9.9% |
| 6M | +6.0% | +26.7% | -20.7% | +2.8% |
| YTD | +24.4% | +50.3% | -25.9% | +17.6% |
| 1Y | +17.1% | +50.2% | -33.1% | +10.7% |
| 3Y | +92.2% | +21.7% | +70.4% | +79.8% |
| 5Y | +122.5% | +2.0% | +120.5% | +123.5% |
| All | +122.5% | +1.6% | +120.9% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling