+11,573.1%
COST vs WY
+673.4%
+10,899.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -2.8% | -1.7% | -1.1% | -2.3% |
| 30D | -5.3% | -9.9% | +4.6% | -2.6% |
| 3M | -6.7% | -7.5% | +0.8% | -5.0% |
| 6M | -9.9% | -5.1% | -4.8% | -9.2% |
| YTD | +5.1% | -2.1% | +7.2% | +5.0% |
| 1Y | -7.3% | -7.3% | +0.1% | -6.2% |
| 3Y | +70.4% | -22.6% | +93.0% | +77.7% |
| 5Y | +104.4% | -19.8% | +124.2% | +109.5% |
| 10Y | +609.0% | +9.6% | +599.4% | +516.1% |
| All | +11,573.1% | +673.4% | +10,899.7% | +4,513.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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