+110.7%
CSCO vs NWSA
+29.1%
+81.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.6% |
| 7D | +6.6% | -0.8% | +7.4% | +6.7% |
| 30D | -11.3% | -11.3% | 0.0% | -9.3% |
| 3M | -17.3% | -8.1% | -9.3% | -16.0% |
| 6M | +3.5% | -0.7% | +4.2% | +3.3% |
| YTD | +34.9% | +1.3% | +33.5% | +33.2% |
| 1Y | +40.5% | -1.3% | +41.8% | +39.7% |
| All | +110.7% | +29.1% | +81.6% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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