+15,538.8%
COST vs WWD
+15,097.2%
+441.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.2% |
| 7D | -3.2% | +0.8% | -4.0% | -3.3% |
| 30D | -4.0% | -6.4% | +2.5% | -2.9% |
| 3M | -6.5% | -5.6% | -0.9% | -6.0% |
| 6M | -8.5% | -9.1% | +0.6% | -7.8% |
| YTD | +6.0% | +12.5% | -6.5% | +2.4% |
| 1Y | -5.8% | +41.3% | -47.1% | -13.2% |
| 3Y | +71.8% | +170.2% | -98.4% | +38.6% |
| 5Y | +106.2% | +192.5% | -86.3% | +62.0% |
| 10Y | +602.0% | +476.9% | +125.2% | +357.8% |
| All | +15,538.8% | +15,097.2% | +441.6% | +5,862.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling