+13,986.6%
COST vs WST
+15,004.7%
-1,018.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +3.9% | +1.1% | +2.9% | +3.6% |
| 30D | +13.5% | +12.4% | +1.1% | +10.5% |
| 3M | +15.3% | +17.6% | -2.2% | +11.1% |
| 6M | +9.2% | +28.3% | -19.1% | +2.7% |
| YTD | +26.9% | +50.5% | -23.6% | +14.5% |
| 1Y | +19.7% | +49.4% | -29.7% | +8.1% |
| 3Y | +96.0% | +21.9% | +74.1% | +73.6% |
| 5Y | +124.0% | +0.4% | +123.7% | +103.8% |
| 10Y | +760.6% | +451.5% | +309.1% | +389.7% |
| All | +13,986.6% | +15,004.7% | -1,018.0% | +3,524.9% |
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