+198,812.7%
CSCO vs BBWI
+1,119.6%
+197,693.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -4.7% | -4.2% | -0.4% | -3.6% |
| 30D | -17.1% | +24.9% | -42.0% | -21.8% |
| 3M | -19.6% | +13.2% | -32.8% | -23.0% |
| 6M | +2.4% | +12.1% | -9.7% | -2.9% |
| YTD | +29.8% | +11.1% | +18.7% | +21.1% |
| 1Y | +38.7% | +0.7% | +38.0% | +30.8% |
| 3Y | +101.3% | -23.8% | +125.1% | +92.8% |
| 5Y | +94.8% | -66.9% | +161.8% | +120.0% |
| 10Y | +324.2% | -45.3% | +369.6% | +238.9% |
| All | +198,812.7% | +1,119.6% | +197,693.1% | +40,881.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling