+114.8%
CSCO vs GWW
+221.1%
-106.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | 0.0% | -0.5% | +0.4% | +0.1% |
| 30D | -10.7% | -1.4% | -9.3% | -10.4% |
| 3M | -8.7% | -3.6% | -5.1% | -7.9% |
| 6M | +44.9% | +15.1% | +29.8% | +36.7% |
| YTD | +44.1% | +27.5% | +16.7% | +31.6% |
| 1Y | +65.9% | +29.6% | +36.3% | +50.3% |
| 3Y | +109.0% | +90.1% | +18.9% | +62.3% |
| 5Y | +114.8% | +222.6% | -107.8% | +34.8% |
| All | +114.8% | +221.1% | -106.3% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling