+106.2%
COST vs WST
-25.8%
+132.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.5% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | -4.0% | -4.6% | +0.6% | -3.4% |
| 3M | -6.5% | +5.7% | -12.2% | -7.3% |
| 6M | -8.5% | +37.6% | -46.1% | -12.6% |
| YTD | +6.0% | +23.0% | -17.0% | +2.7% |
| 1Y | -5.8% | +33.8% | -39.6% | -10.1% |
| 3Y | +71.8% | -13.4% | +85.2% | +71.3% |
| 5Y | +106.2% | -27.0% | +133.2% | +122.6% |
| All | +106.2% | -25.8% | +132.0% | +122.6% |
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