+5,782.2%
CSCO vs WAB
+4,353.8%
+1,428.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | +6.6% | +7.9% | -1.3% | +4.0% |
| 30D | -11.3% | +4.9% | -16.2% | -12.7% |
| 3M | -17.3% | +1.8% | -19.1% | -17.9% |
| 6M | +3.5% | +12.0% | -8.4% | -0.6% |
| YTD | +34.9% | +41.3% | -6.4% | +19.8% |
| 1Y | +40.5% | +43.8% | -3.4% | +23.9% |
| 3Y | +109.3% | +171.1% | -61.8% | +48.9% |
| 5Y | +105.9% | +217.7% | -111.9% | +37.5% |
| 10Y | +335.8% | +272.3% | +63.5% | +156.8% |
| All | +5,782.2% | +4,353.8% | +1,428.4% | +1,308.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling