+522.2%
CSCO vs SW
+743.1%
-220.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.4% |
| 7D | -6.1% | +12.1% | -18.1% | -6.6% |
| 30D | -8.2% | +6.6% | -14.7% | -8.4% |
| 3M | -14.9% | -6.0% | -8.9% | -14.7% |
| 6M | +12.3% | +21.5% | -9.2% | +11.1% |
| YTD | +36.5% | +20.3% | +16.1% | +34.8% |
| 1Y | +45.4% | +28.1% | +17.2% | +43.1% |
| 3Y | +110.0% | +51.6% | +58.4% | +105.0% |
| 5Y | +107.2% | -0.1% | +107.3% | +103.3% |
| 10Y | +358.0% | +189.7% | +168.3% | +331.9% |
| All | +522.2% | +743.1% | -220.8% | +478.8% |
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