+88.1%
CSCO vs W
-54.5%
+142.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.8% |
| 7D | -10.2% | -3.6% | -6.6% | -9.9% |
| 30D | -20.1% | +7.0% | -27.0% | -20.6% |
| 3M | -22.4% | +7.4% | -29.7% | -23.0% |
| 6M | +2.8% | +69.3% | -66.5% | -3.1% |
| YTD | +23.6% | +11.3% | +12.3% | +20.4% |
| 1Y | +34.0% | +13.2% | +20.8% | +30.1% |
| 3Y | +89.3% | +142.0% | -52.8% | +63.8% |
| All | +88.1% | -54.5% | +142.6% | +62.9% |
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 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