+308.5%
CSCO vs GWW
+658.3%
-349.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.4% | -5.9% |
| 7D | +1.9% | +3.6% | -1.6% | +0.6% |
| 30D | -15.8% | +12.1% | -28.0% | -19.4% |
| 3M | -15.4% | +12.9% | -28.3% | -19.2% |
| 6M | -5.4% | +19.3% | -24.7% | -11.8% |
| YTD | +26.5% | +48.7% | -22.3% | +8.5% |
| 1Y | +25.9% | +60.5% | -34.6% | +4.9% |
| 3Y | +97.5% | +93.3% | +4.3% | +51.4% |
| 5Y | +93.0% | +219.0% | -125.9% | +19.8% |
| All | +308.5% | +658.3% | -349.8% | +89.5% |
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