+113.3%
CSCO vs BBWI
-66.0%
+179.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.2% |
| 7D | -0.7% | +1.5% | -2.2% | -0.9% |
| 30D | -10.1% | -5.2% | -4.9% | -9.7% |
| 3M | -15.7% | +11.1% | -26.8% | -17.4% |
| 6M | +36.3% | -13.4% | +49.6% | +37.5% |
| YTD | +43.8% | +0.1% | +43.7% | +41.1% |
| 1Y | +63.9% | -36.1% | +100.1% | +72.1% |
| 3Y | +104.4% | -44.1% | +148.4% | +110.4% |
| All | +113.3% | -66.0% | +179.3% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling