+114.0%
CSCO vs WAT
-4.5%
+118.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | -10.1% | -1.0% | -9.1% | -9.9% |
| 3M | -11.7% | +10.9% | -22.6% | -13.8% |
| 6M | +40.1% | +33.2% | +6.9% | +30.8% |
| YTD | +43.8% | +6.1% | +37.7% | +40.5% |
| 1Y | +66.6% | +30.2% | +36.4% | +54.3% |
| 3Y | +108.5% | +52.9% | +55.6% | +78.2% |
| 5Y | +114.0% | -5.1% | +119.1% | +101.3% |
| All | +114.0% | -4.5% | +118.4% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling