+114.0%
CSCO vs W
-63.0%
+176.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.6% |
| 6M | +40.1% | +31.2% | +8.9% | +35.0% |
| YTD | +43.8% | -0.4% | +44.2% | +41.8% |
| 1Y | +66.6% | +14.8% | +51.8% | +61.2% |
| 3Y | +108.5% | +40.5% | +68.0% | +88.5% |
| 5Y | +114.0% | -62.1% | +176.1% | +93.6% |
| All | +114.0% | -63.0% | +176.9% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling