+520.2%
CSCO vs W
+176.2%
+344.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.3% |
| 7D | -0.7% | -4.2% | +3.5% | -0.3% |
| 30D | -10.1% | -7.6% | -2.6% | -9.4% |
| 3M | -15.7% | +37.2% | -52.8% | -19.2% |
| 6M | +36.3% | +26.3% | +9.9% | +31.1% |
| YTD | +43.8% | -1.0% | +44.8% | +41.6% |
| 1Y | +63.9% | +20.1% | +43.9% | +57.0% |
| 3Y | +104.4% | +37.8% | +66.6% | +83.4% |
| 5Y | +111.4% | -63.7% | +175.0% | +102.0% |
| 10Y | +361.7% | +156.3% | +205.3% | +218.8% |
| All | +520.2% | +176.2% | +344.1% | +322.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling