+11,743.1%
COST vs WST
+12,330.1%
-587.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -3.1% | +0.7% | -3.9% | -3.3% |
| 30D | -2.8% | -3.1% | +0.4% | -2.1% |
| 3M | -5.7% | +7.2% | -12.9% | -7.4% |
| 6M | -8.8% | +36.8% | -45.6% | -15.6% |
| YTD | +6.7% | +23.8% | -17.2% | +0.7% |
| 1Y | -3.6% | +37.8% | -41.4% | -11.7% |
| 3Y | +75.1% | -15.9% | +91.0% | +69.4% |
| 5Y | +108.9% | -25.8% | +134.7% | +104.1% |
| 10Y | +586.2% | +319.6% | +266.6% | +315.6% |
| All | +11,743.1% | +12,330.1% | -587.1% | +3,087.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling