+108.5%
CSCO vs GWW
+91.5%
+17.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +0.9% |
| 7D | -0.5% | -1.5% | +1.0% | 0.0% |
| 30D | -10.1% | +1.1% | -11.2% | -10.5% |
| 3M | -11.7% | -1.0% | -10.7% | -11.8% |
| 6M | +40.1% | +16.3% | +23.8% | +31.8% |
| YTD | +43.8% | +28.5% | +15.3% | +31.9% |
| 1Y | +66.6% | +30.3% | +36.3% | +52.0% |
| 3Y | +108.5% | +91.6% | +16.9% | +73.0% |
| All | +108.5% | +91.5% | +17.0% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling