+113.4%
CSCO vs ITW
+35.1%
+78.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -1.1% | -2.4% | +1.3% | 0.0% |
| 30D | -10.8% | -9.5% | -1.3% | -6.6% |
| 3M | -9.2% | +6.6% | -15.9% | -12.3% |
| 6M | +39.5% | -1.8% | +41.3% | +39.8% |
| YTD | +41.5% | +9.0% | +32.5% | +33.9% |
| 1Y | +61.0% | +3.6% | +57.4% | +56.0% |
| 3Y | +105.2% | +19.4% | +85.8% | +81.6% |
| 5Y | +113.4% | +36.4% | +77.0% | +65.7% |
| All | +113.4% | +35.1% | +78.3% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling