+45.9%
CSCO vs BBWI
+2.4%
+43.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.7% |
| 7D | -6.1% | +8.8% | -14.8% | -6.0% |
| 30D | -8.2% | +34.8% | -43.0% | -8.1% |
| 3M | -14.6% | +12.9% | -27.5% | -14.4% |
| 6M | +12.7% | +29.6% | -16.9% | +12.6% |
| YTD | +37.0% | +20.8% | +16.2% | +37.3% |
| 1Y | +45.9% | +4.1% | +41.8% | +47.8% |
| All | +45.9% | +2.4% | +43.5% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling