+308.5%
CSCO vs WAT
+222.4%
+86.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.1% |
| 7D | +1.9% | +0.6% | +1.3% | +1.7% |
| 30D | -15.8% | +5.4% | -21.3% | -17.3% |
| 3M | -15.4% | +11.3% | -26.7% | -18.4% |
| 6M | -5.4% | +37.4% | -42.8% | -15.3% |
| YTD | +26.5% | +21.2% | +5.3% | +16.6% |
| 1Y | +25.9% | +21.3% | +4.5% | +15.9% |
| 3Y | +97.5% | +83.4% | +14.2% | +45.7% |
| 5Y | +93.0% | +29.0% | +64.0% | +61.4% |
| All | +308.5% | +222.4% | +86.0% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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