+61.0%
CSCO vs WBD
+130.2%
-69.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.9% | -1.8% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | -10.8% | +4.2% | -15.0% | -10.8% |
| 3M | -9.2% | +7.5% | -16.7% | -9.2% |
| 6M | +39.5% | +1.6% | +38.0% | +39.4% |
| YTD | +41.5% | -2.2% | +43.7% | +41.2% |
| 1Y | +61.0% | +124.9% | -63.9% | +67.1% |
| All | +61.0% | +130.2% | -69.2% | +67.1% |
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