+63.9%
CSCO vs WBD
+135.8%
-71.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.5% |
| 7D | -0.7% | -1.8% | +1.1% | -0.7% |
| 30D | -10.1% | +8.8% | -18.9% | -10.1% |
| 3M | -15.7% | +4.6% | -20.3% | -15.7% |
| 6M | +36.3% | +1.1% | +35.2% | +36.1% |
| YTD | +43.8% | -2.0% | +45.8% | +43.5% |
| 1Y | +63.9% | +140.0% | -76.1% | +70.3% |
| All | +63.9% | +135.8% | -71.9% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 1y: compounded portfolio wealth divided by compounded WBD 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…
1y analysis · Full analysis span regression · 6 months rolling