+324.2%
CSCO vs WAB
+288.7%
+35.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.1% |
| 7D | -4.7% | +4.0% | -8.7% | -5.8% |
| 30D | -17.1% | +6.3% | -23.4% | -18.7% |
| 3M | -19.6% | +3.3% | -22.9% | -20.5% |
| 6M | +2.4% | +14.5% | -12.1% | -2.4% |
| YTD | +29.8% | +42.7% | -12.9% | +14.6% |
| 1Y | +38.7% | +45.2% | -6.5% | +21.6% |
| 3Y | +101.3% | +173.8% | -72.4% | +41.9% |
| 5Y | +94.8% | +223.8% | -128.9% | +28.2% |
| 10Y | +324.2% | +280.5% | +43.7% | +137.1% |
| All | +324.2% | +288.7% | +35.5% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling