+559.2%
CSCO vs NWSA
+127.4%
+431.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +1.1% |
| 7D | -0.7% | -1.9% | +1.2% | -0.1% |
| 30D | -10.1% | +4.6% | -14.7% | -11.6% |
| 3M | -15.7% | +13.2% | -28.9% | -19.7% |
| 6M | +36.3% | +27.0% | +9.3% | +24.3% |
| YTD | +43.8% | +16.8% | +27.0% | +34.6% |
| 1Y | +63.9% | +4.5% | +59.4% | +59.0% |
| 3Y | +104.4% | +46.2% | +58.1% | +73.4% |
| 5Y | +111.4% | +40.9% | +70.4% | +76.7% |
| 10Y | +361.7% | +145.1% | +216.5% | +190.4% |
| All | +559.2% | +127.4% | +431.8% | +321.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling