+11,253.4%
WDC vs COST
+14,227.5%
-2,974.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.3% | -6.3% | -5.5% |
| 7D | +12.1% | +5.0% | +7.1% | +10.1% |
| 30D | -18.8% | +12.8% | -31.6% | -22.8% |
| 3M | -39.3% | +15.2% | -54.5% | -43.0% |
| 6M | -40.1% | +7.4% | -47.5% | -42.9% |
| YTD | +71.8% | +29.0% | +42.8% | +52.2% |
| 1Y | +88.5% | +20.3% | +68.2% | +71.3% |
| 3Y | +770.0% | +99.0% | +671.0% | +545.2% |
| 5Y | +549.0% | +125.7% | +423.4% | +356.8% |
| 10Y | +650.3% | +775.3% | -125.0% | +219.5% |
| All | +11,253.4% | +14,227.5% | -2,974.1% | +1,839.3% |
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