+113.2%
WDC vs COST
+12.8%
+100.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.7% | -9.4% | -4.4% |
| 7D | -18.3% | +6.6% | -25.0% | -13.2% |
| 30D | -26.7% | +13.5% | -40.2% | -18.1% |
| 3M | -40.9% | +10.6% | -51.5% | -35.1% |
| 6M | -26.8% | +3.6% | -30.4% | -19.7% |
| YTD | +88.2% | +22.1% | +66.1% | +110.5% |
| 1Y | +113.2% | +11.9% | +101.3% | +116.6% |
| All | +113.2% | +12.8% | +100.4% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling