+782.0%
CSCO vs WBD
+293.1%
+488.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -0.7% | -1.8% | +1.1% | -0.2% |
| 30D | -10.1% | +8.8% | -18.9% | -11.9% |
| 3M | -15.7% | +4.6% | -20.3% | -16.6% |
| 6M | +36.3% | +1.1% | +35.2% | +35.9% |
| YTD | +43.8% | -2.0% | +45.8% | +44.3% |
| 1Y | +63.9% | +140.0% | -76.1% | +30.2% |
| 3Y | +104.4% | +144.4% | -40.0% | +50.9% |
| 5Y | +111.4% | -0.2% | +111.6% | +84.8% |
| 10Y | +361.7% | +9.1% | +352.6% | +233.0% |
| All | +782.0% | +293.1% | +488.9% | +257.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling