+433.1%
CSCO vs W
+210.4%
+222.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.7% |
| 3M | -22.4% | +7.4% | -29.7% | -23.2% |
| 6M | +2.8% | +69.3% | -66.5% | -4.0% |
| YTD | +23.6% | +11.3% | +12.3% | +19.9% |
| 1Y | +34.0% | +13.2% | +20.8% | +29.4% |
| 3Y | +89.3% | +142.0% | -52.8% | +60.3% |
| 5Y | +87.9% | -54.6% | +142.5% | +75.1% |
| 10Y | +314.9% | +243.7% | +71.2% | +179.4% |
| All | +433.1% | +210.4% | +222.7% | +258.2% |
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 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