+321.5%
CSCO vs W
+268.4%
+53.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.6% | +0.5% | +4.6% |
| 7D | -2.9% | +3.3% | -6.2% | -3.3% |
| 30D | -16.7% | +10.5% | -27.2% | -17.7% |
| 3M | -18.4% | +9.6% | -28.1% | -19.5% |
| 6M | +2.9% | +76.4% | -73.4% | -4.7% |
| YTD | +30.4% | +16.4% | +14.0% | +25.7% |
| 1Y | +41.4% | +9.3% | +32.0% | +36.8% |
| 3Y | +104.7% | +172.8% | -68.1% | +69.2% |
| 5Y | +96.9% | -53.4% | +150.3% | +83.8% |
| 10Y | +321.5% | +243.6% | +77.8% | +178.9% |
| All | +321.5% | +268.4% | +53.0% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling