+114.0%
CSCO vs WAB
+231.1%
-117.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -0.5% | +1.7% | -2.2% | -1.1% |
| 30D | -10.1% | -2.4% | -7.7% | -9.4% |
| 3M | -11.7% | +9.7% | -21.4% | -15.1% |
| 6M | +40.1% | +16.5% | +23.6% | +31.3% |
| YTD | +43.8% | +33.7% | +10.1% | +27.6% |
| 1Y | +66.6% | +49.7% | +16.9% | +41.0% |
| 3Y | +108.5% | +170.9% | -62.4% | +37.0% |
| 5Y | +114.0% | +228.0% | -114.1% | +26.0% |
| All | +114.0% | +231.1% | -117.1% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling