+2,640.1%
COST vs WU
-21.6%
+2,661.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | -3.2% | -0.8% | -2.3% | -3.0% |
| 30D | -4.0% | -1.1% | -2.8% | -3.8% |
| 3M | -6.5% | -1.8% | -4.7% | -7.0% |
| 6M | -8.5% | -23.9% | +15.4% | -3.4% |
| YTD | +6.0% | -20.4% | +26.4% | +10.5% |
| 1Y | -5.8% | -10.6% | +4.8% | -5.2% |
| 3Y | +71.8% | -27.7% | +99.6% | +79.3% |
| 5Y | +106.2% | -51.1% | +157.4% | +134.6% |
| 10Y | +602.0% | -40.7% | +642.8% | +629.8% |
| All | +2,640.1% | -21.6% | +2,661.7% | +2,302.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling