+89.3%
CSCO vs WAT
+74.7%
+14.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | -10.2% | -1.1% | -9.1% | -10.0% |
| 30D | -20.1% | +5.0% | -25.0% | -20.6% |
| 3M | -22.4% | +14.5% | -36.8% | -24.0% |
| 6M | +2.8% | +30.9% | -28.1% | -1.5% |
| YTD | +23.6% | +20.5% | +3.1% | +19.1% |
| 1Y | +34.0% | +23.3% | +10.7% | +28.5% |
| 3Y | +89.3% | +81.5% | +7.8% | +64.1% |
| All | +89.3% | +74.7% | +14.5% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling