+88.1%
CSCO vs WAT
+32.4%
+55.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -10.2% | -1.1% | -9.1% | -9.9% |
| 30D | -20.1% | +5.0% | -25.0% | -20.8% |
| 3M | -22.4% | +14.5% | -36.8% | -24.6% |
| 6M | +2.8% | +30.9% | -28.1% | -3.3% |
| YTD | +23.6% | +20.5% | +3.1% | +17.5% |
| 1Y | +34.0% | +23.3% | +10.7% | +26.6% |
| 3Y | +89.3% | +81.5% | +7.8% | +54.9% |
| All | +88.1% | +32.4% | +55.7% | +68.4% |
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