+814.8%
CSCO vs WBD
+330.6%
+484.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +13.8% | +0.7% | +11.2% |
| 7D | +14.5% | +13.8% | +0.7% | +11.2% |
| 30D | +14.5% | +13.8% | +0.7% | +11.2% |
| 3M | +14.5% | +13.8% | +0.7% | +11.2% |
| 6M | +43.9% | +13.3% | +30.6% | +39.9% |
| YTD | +49.2% | +7.4% | +41.8% | +46.8% |
| 1Y | +69.2% | +63.0% | +6.2% | +50.2% |
| 3Y | +129.3% | +206.7% | -77.4% | +60.6% |
| 5Y | +136.6% | +18.4% | +118.2% | +98.2% |
| 10Y | +378.5% | +11.8% | +366.7% | +247.6% |
| All | +814.8% | +330.6% | +484.1% | +263.2% |
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