+108.1%
CSCO vs WAT
+50.1%
+58.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.7% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | -10.1% | +2.3% | -12.5% | -10.4% |
| 3M | -15.7% | +8.7% | -24.4% | -16.8% |
| 6M | +36.3% | +28.3% | +8.0% | +30.6% |
| YTD | +43.8% | +7.8% | +36.1% | +41.1% |
| 1Y | +63.9% | +36.6% | +27.3% | +53.6% |
| All | +108.1% | +50.1% | +58.0% | +92.6% |
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 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