+359.9%
CSCO vs WCC
+518.6%
-158.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.1% |
| 7D | -1.1% | +1.7% | -2.7% | -1.5% |
| 30D | -10.8% | -6.1% | -4.7% | -9.7% |
| 3M | -9.2% | +3.1% | -12.3% | -10.1% |
| 6M | +39.5% | +28.2% | +11.3% | +31.5% |
| YTD | +41.5% | +41.1% | +0.4% | +30.4% |
| 1Y | +61.0% | +61.3% | -0.3% | +43.7% |
| 3Y | +105.2% | +123.6% | -18.4% | +64.4% |
| 5Y | +113.4% | +214.8% | -101.3% | +52.4% |
| All | +359.9% | +518.6% | -158.7% | +160.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling