+40.5%
CSCO vs W
-0.9%
+41.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.5% |
| 7D | +6.6% | -1.7% | +8.2% | +6.8% |
| 30D | -11.3% | +3.2% | -14.6% | -11.5% |
| 3M | -17.3% | +8.3% | -25.6% | -18.0% |
| 6M | +3.5% | +84.3% | -80.8% | -3.5% |
| YTD | +34.9% | +11.0% | +23.9% | +33.1% |
| 1Y | +40.5% | -0.2% | +40.7% | +37.1% |
| All | +40.5% | -0.9% | +41.3% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling