+106.4%
CSCO vs SW
+19.6%
+86.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.4% |
| 7D | -0.7% | -5.1% | +4.4% | -0.1% |
| 30D | -10.1% | -4.6% | -5.5% | -9.7% |
| 3M | -15.7% | +9.4% | -25.1% | -16.9% |
| 6M | +36.3% | +3.5% | +32.8% | +34.9% |
| YTD | +43.8% | +22.0% | +21.8% | +38.7% |
| 1Y | +63.9% | +2.2% | +61.7% | +61.8% |
| All | +106.4% | +19.6% | +86.8% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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