+3,732.1%
CSCO vs WAT
+10,816.8%
-7,084.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.9% |
| 7D | -0.7% | -1.3% | +0.6% | -0.3% |
| 30D | -10.1% | +2.3% | -12.5% | -10.8% |
| 3M | -15.7% | +8.7% | -24.4% | -18.0% |
| 6M | +36.3% | +28.3% | +8.0% | +24.9% |
| YTD | +43.8% | +7.8% | +36.1% | +38.3% |
| 1Y | +63.9% | +36.6% | +27.3% | +45.5% |
| 3Y | +104.4% | +45.7% | +58.7% | +71.2% |
| 5Y | +111.4% | -3.3% | +114.7% | +97.9% |
| 10Y | +361.7% | +162.1% | +199.6% | +209.5% |
| All | +3,732.1% | +10,816.8% | -7,084.7% | +1,033.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling