+474.9%
CSCO vs SW
+730.4%
-255.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.5% | -6.1% | -7.5% |
| 7D | -11.9% | +4.7% | -16.5% | -12.0% |
| 30D | -18.8% | +5.0% | -23.8% | -19.0% |
| 3M | -21.2% | -7.3% | -13.9% | -21.0% |
| 6M | +1.9% | +15.0% | -13.1% | +1.0% |
| YTD | +26.1% | +18.5% | +7.6% | +24.6% |
| 1Y | +34.7% | +27.1% | +7.6% | +32.7% |
| 3Y | +94.0% | +49.3% | +44.7% | +89.6% |
| 5Y | +91.6% | -1.6% | +93.2% | +88.1% |
| 10Y | +323.2% | +185.4% | +137.8% | +299.3% |
| All | +474.9% | +730.4% | -255.5% | +435.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling