+308.5%
CSCO vs ITW
+192.7%
+115.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.5% | -6.4% |
| 7D | +1.9% | +2.3% | -0.4% | +0.7% |
| 30D | -15.8% | +6.7% | -22.5% | -18.8% |
| 3M | -15.4% | -0.5% | -14.8% | -15.4% |
| 6M | -5.4% | +16.4% | -21.8% | -13.6% |
| YTD | +26.5% | +19.0% | +7.5% | +13.1% |
| 1Y | +25.9% | +20.2% | +5.7% | +11.7% |
| 3Y | +97.5% | +33.1% | +64.5% | +62.8% |
| 5Y | +93.0% | +35.7% | +57.3% | +54.0% |
| All | +308.5% | +192.7% | +115.8% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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