+133.0%
CSCO vs WBD
+209.2%
-76.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +13.8% | +0.7% | +12.7% |
| 7D | +14.5% | +13.8% | +0.7% | +12.7% |
| 30D | +14.5% | +13.8% | +0.7% | +12.7% |
| 3M | +14.5% | +13.8% | +0.7% | +12.7% |
| 6M | +43.9% | +13.3% | +30.6% | +41.7% |
| YTD | +49.2% | +7.4% | +41.8% | +47.7% |
| 1Y | +69.2% | +63.0% | +6.2% | +60.0% |
| All | +133.0% | +209.2% | -76.2% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling