+124.5%
COST vs WWD
+187.3%
-62.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +5.0% | +4.0% | +1.0% | +4.3% |
| 30D | +12.8% | +0.4% | +12.4% | +12.5% |
| 3M | +15.2% | -7.9% | +23.1% | +16.5% |
| 6M | +7.4% | -10.6% | +18.0% | +8.6% |
| YTD | +29.0% | +9.4% | +19.6% | +23.2% |
| 1Y | +20.3% | +25.7% | -5.5% | +10.6% |
| 3Y | +99.0% | +148.5% | -49.5% | +46.8% |
| All | +124.5% | +187.3% | -62.8% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling