+991.6%
WDC vs COST
+103.8%
+887.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.4% |
| 7D | +7.5% | -2.8% | +10.3% | +8.6% |
| 30D | +10.1% | -5.3% | +15.3% | +12.2% |
| 3M | -6.8% | -6.7% | -0.2% | -5.4% |
| 6M | +84.1% | -9.9% | +94.1% | +88.6% |
| YTD | +180.3% | +5.1% | +175.1% | +164.1% |
| 1Y | +411.1% | -7.3% | +418.4% | +412.5% |
| 3Y | +1,375.0% | +70.4% | +1,304.6% | +908.9% |
| 5Y | +991.6% | +104.4% | +887.1% | +567.5% |
| All | +991.6% | +103.8% | +887.8% | +567.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling