+11.9%
COST vs WU
-18.0%
+29.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.4% | -2.8% | +2.2% |
| 7D | +6.6% | +8.2% | -1.6% | +6.0% |
| 30D | +13.5% | +8.0% | +5.4% | +12.8% |
| 3M | +10.6% | -6.6% | +17.2% | +10.8% |
| 6M | +3.6% | -23.3% | +26.9% | +5.4% |
| YTD | +22.1% | -22.4% | +44.5% | +23.2% |
| 1Y | +11.9% | -18.0% | +29.9% | +12.4% |
| All | +11.9% | -18.0% | +29.9% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling