+45.9%
CSCO vs WCC
+24.5%
+21.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.9% | +10.5% | +3.5% |
| 7D | -6.1% | -8.8% | +2.7% | -3.8% |
| 30D | -8.2% | -16.0% | +7.8% | -3.7% |
| 3M | -14.6% | -15.2% | +0.7% | -10.9% |
| 6M | +12.7% | -8.4% | +21.1% | +14.6% |
| YTD | +37.0% | +30.1% | +6.9% | +29.1% |
| 1Y | +45.9% | +26.4% | +19.5% | +38.9% |
| All | +45.9% | +24.5% | +21.5% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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