+359.9%
CSCO vs GWW
+565.7%
-205.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -1.1% | -3.1% | +2.1% | +0.1% |
| 30D | -10.8% | -2.3% | -8.4% | -10.1% |
| 3M | -9.2% | -3.3% | -5.9% | -8.4% |
| 6M | +39.5% | +15.4% | +24.2% | +31.6% |
| YTD | +41.5% | +26.7% | +14.8% | +29.1% |
| 1Y | +61.0% | +29.0% | +32.0% | +45.6% |
| 3Y | +105.2% | +89.0% | +16.2% | +58.6% |
| 5Y | +113.4% | +221.8% | -108.3% | +32.3% |
| All | +359.9% | +565.7% | -205.8% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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