+88.8%
CSCO vs BBWI
-67.9%
+156.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.5% |
| 7D | -10.2% | -6.2% | -4.0% | -9.4% |
| 30D | -20.1% | +19.9% | -40.0% | -22.0% |
| 3M | -22.1% | +7.1% | -29.2% | -23.1% |
| 6M | +3.2% | +13.7% | -10.5% | +0.3% |
| YTD | +24.1% | +9.6% | +14.5% | +20.0% |
| 1Y | +34.6% | -1.6% | +36.2% | +31.6% |
| 3Y | +90.0% | -25.9% | +115.9% | +86.5% |
| All | +88.8% | -67.9% | +156.7% | +96.8% |
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 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