+5,588.4%
CSCO vs WAB
+4,319.4%
+1,269.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.1% | 0.0% | +3.5% |
| 7D | -2.9% | +4.0% | -6.9% | -4.0% |
| 30D | -16.7% | +4.5% | -21.1% | -17.8% |
| 3M | -18.4% | +2.3% | -20.7% | -19.1% |
| 6M | +2.9% | +12.5% | -9.5% | -1.3% |
| YTD | +30.4% | +40.2% | -9.7% | +16.2% |
| 1Y | +41.4% | +45.2% | -3.8% | +24.4% |
| 3Y | +104.7% | +171.8% | -67.1% | +45.6% |
| 5Y | +96.9% | +217.6% | -120.6% | +31.6% |
| 10Y | +321.5% | +285.3% | +36.2% | +145.6% |
| All | +5,588.4% | +4,319.4% | +1,269.0% | +1,266.1% |
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 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