+66.6%
CSCO vs W
+11.1%
+55.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -0.5% | +6.5% | -7.0% | -1.1% |
| 30D | -10.1% | -6.2% | -3.9% | -9.6% |
| 3M | -11.7% | +48.9% | -60.6% | -15.9% |
| 6M | +40.1% | +31.2% | +8.9% | +34.9% |
| YTD | +43.8% | -0.4% | +44.2% | +42.1% |
| 1Y | +66.6% | +14.8% | +51.8% | +60.2% |
| All | +66.6% | +11.1% | +55.5% | +60.2% |
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