+68.5%
COST vs WU
-28.7%
+97.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.2% | -3.5% | +2.3% | -0.9% |
| 30D | -4.7% | -2.9% | -1.8% | -4.5% |
| 3M | -7.1% | -2.3% | -4.9% | -7.2% |
| 6M | -8.5% | -25.4% | +16.8% | -6.4% |
| YTD | +5.4% | -21.2% | +26.6% | +7.2% |
| 1Y | -5.6% | -8.9% | +3.2% | -5.6% |
| 3Y | +68.5% | -29.0% | +97.4% | +71.0% |
| All | +68.5% | -28.7% | +97.2% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling