+308.5%
CSCO vs BBWI
-47.4%
+355.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.7% | -6.4% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -15.8% | +12.9% | -28.7% | -17.4% |
| 3M | -15.4% | +16.0% | -31.4% | -17.6% |
| 6M | -5.4% | +16.6% | -22.0% | -8.6% |
| YTD | +26.5% | +9.7% | +16.7% | +22.0% |
| 1Y | +25.9% | +1.5% | +24.4% | +22.1% |
| 3Y | +97.5% | -21.4% | +118.9% | +93.1% |
| 5Y | +93.0% | -67.6% | +160.6% | +108.6% |
| All | +308.5% | -47.4% | +355.9% | +235.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling