+366.8%
CSCO vs BBWI
-56.0%
+422.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.4% |
| 7D | -0.5% | +1.6% | -2.1% | -0.8% |
| 30D | -10.1% | -6.2% | -3.9% | -9.6% |
| 3M | -11.7% | +4.3% | -16.1% | -12.8% |
| 6M | +40.1% | -7.2% | +47.3% | +39.5% |
| YTD | +43.8% | -3.0% | +46.8% | +41.7% |
| 1Y | +66.6% | -30.8% | +97.4% | +71.3% |
| 3Y | +108.5% | -43.4% | +151.9% | +114.3% |
| 5Y | +114.0% | -66.7% | +180.7% | +130.7% |
| 10Y | +366.8% | -55.7% | +422.5% | +309.5% |
| All | +366.8% | -56.0% | +422.8% | +309.5% |
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