+172.0%
CSCO vs EWT
+594.1%
-422.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | -0.5% |
| 7D | -0.7% | +4.0% | -4.6% | -2.9% |
| 30D | -10.1% | +10.3% | -20.4% | -15.2% |
| 3M | -15.7% | +6.1% | -21.8% | -19.2% |
| 6M | +36.3% | +56.6% | -20.4% | +3.4% |
| YTD | +43.8% | +76.6% | -32.7% | +1.6% |
| 1Y | +63.9% | +97.9% | -33.9% | +8.0% |
| 3Y | +104.4% | +198.0% | -93.6% | +3.7% |
| 5Y | +111.4% | +151.8% | -40.4% | +16.9% |
| 10Y | +361.7% | +514.1% | -152.5% | +48.8% |
| All | +172.0% | +594.1% | -422.1% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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