+14,046.2%
COST vs WST
+14,947.6%
-901.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +2.5% | +4.9% | -2.4% | +1.4% |
| 30D | +14.6% | +10.7% | +3.9% | +11.9% |
| 3M | +15.2% | +16.8% | -1.6% | +11.1% |
| 6M | +7.2% | +32.0% | -24.8% | +0.3% |
| YTD | +27.4% | +49.9% | -22.5% | +15.1% |
| 1Y | +20.2% | +50.6% | -30.4% | +8.3% |
| 3Y | +96.9% | +21.4% | +75.4% | +74.4% |
| 5Y | +122.8% | -0.6% | +123.4% | +103.2% |
| 10Y | +764.3% | +449.4% | +314.8% | +392.2% |
| All | +14,046.2% | +14,947.6% | -901.4% | +3,543.3% |
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