+11,850.9%
WDC vs COST
+14,046.2%
-2,195.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +16.3% | +2.5% | +13.8% | +15.3% |
| 30D | -18.3% | +14.6% | -32.8% | -22.8% |
| 3M | -31.4% | +15.2% | -46.6% | -35.5% |
| 6M | -36.3% | +7.2% | -43.5% | -39.2% |
| YTD | +80.8% | +27.4% | +53.4% | +61.0% |
| 1Y | +87.7% | +20.2% | +67.5% | +70.7% |
| 3Y | +819.4% | +96.9% | +722.6% | +584.8% |
| 5Y | +583.2% | +122.8% | +460.4% | +383.2% |
| 10Y | +689.8% | +764.3% | -74.5% | +238.0% |
| All | +11,850.9% | +14,046.2% | -2,195.3% | +1,951.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling