+583.2%
WDC vs COST
+124.1%
+459.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +16.3% | +2.5% | +13.8% | +15.4% |
| 30D | -18.3% | +14.6% | -32.8% | -22.5% |
| 3M | -31.4% | +15.2% | -46.6% | -35.3% |
| 6M | -36.3% | +7.2% | -43.5% | -38.7% |
| YTD | +80.8% | +27.4% | +53.4% | +57.8% |
| 1Y | +87.7% | +20.2% | +67.5% | +68.6% |
| 3Y | +819.4% | +96.9% | +722.6% | +497.2% |
| 5Y | +583.2% | +122.8% | +460.4% | +296.2% |
| All | +583.2% | +124.1% | +459.1% | +296.2% |
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