+321.5%
CSCO vs WAT
+232.2%
+89.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.9% | +3.7% |
| 7D | -2.9% | +6.0% | -9.0% | -4.7% |
| 30D | -16.7% | +9.9% | -26.6% | -19.2% |
| 3M | -18.4% | +17.2% | -35.6% | -22.7% |
| 6M | +2.9% | +34.2% | -31.3% | -7.2% |
| YTD | +30.4% | +25.5% | +4.9% | +18.9% |
| 1Y | +41.4% | +28.3% | +13.1% | +27.7% |
| 3Y | +104.7% | +88.4% | +16.3% | +49.8% |
| 5Y | +96.9% | +36.1% | +60.8% | +61.3% |
| 10Y | +321.5% | +234.8% | +86.7% | +131.6% |
| All | +321.5% | +232.2% | +89.3% | +131.6% |
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