+1,394.6%
WDC vs COST
+69.9%
+1,324.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.2% |
| 7D | +7.5% | -2.8% | +10.3% | +7.9% |
| 30D | +10.1% | -5.3% | +15.3% | +10.9% |
| 3M | -6.8% | -6.7% | -0.2% | -6.1% |
| 6M | +84.1% | -9.9% | +94.1% | +86.3% |
| YTD | +180.3% | +5.1% | +175.1% | +164.9% |
| 1Y | +411.1% | -7.3% | +418.4% | +410.2% |
| All | +1,394.6% | +69.9% | +1,324.7% | +921.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling