+377.3%
CSCO vs WAB
+282.7%
+94.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | 0.0% | +0.2% | -0.3% | -0.1% |
| 30D | -10.7% | -4.6% | -6.2% | -9.4% |
| 3M | -8.7% | +5.6% | -14.4% | -10.7% |
| 6M | +44.9% | +13.8% | +31.1% | +38.1% |
| YTD | +44.1% | +31.9% | +12.3% | +30.7% |
| 1Y | +65.9% | +48.3% | +17.6% | +44.4% |
| 3Y | +109.0% | +167.1% | -58.1% | +48.7% |
| 5Y | +114.8% | +222.9% | -108.1% | +42.1% |
| 10Y | +377.3% | +289.9% | +87.4% | +168.5% |
| All | +377.3% | +282.7% | +94.7% | +168.5% |
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