+3,375.3%
CSCO vs WAT
+12,612.0%
-9,236.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.9% | +3.8% |
| 7D | -2.9% | +6.0% | -9.0% | -4.6% |
| 30D | -16.7% | +9.9% | -26.6% | -19.0% |
| 3M | -18.4% | +17.2% | -35.6% | -22.4% |
| 6M | +2.9% | +34.2% | -31.3% | -6.5% |
| YTD | +30.4% | +25.5% | +4.9% | +19.7% |
| 1Y | +41.4% | +28.3% | +13.1% | +28.7% |
| 3Y | +104.7% | +88.4% | +16.3% | +58.8% |
| 5Y | +96.9% | +36.1% | +60.8% | +65.9% |
| 10Y | +321.5% | +234.8% | +86.7% | +163.2% |
| All | +3,375.3% | +12,612.0% | -9,236.7% | +881.2% |
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