+324.2%
CSCO vs WCC
+460.5%
-136.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.7% | -9.9% | +5.2% | -2.6% |
| 30D | -17.1% | -13.4% | -3.7% | -14.7% |
| 3M | -19.6% | -13.5% | -6.1% | -17.4% |
| 6M | +2.4% | -10.6% | +13.0% | +4.2% |
| YTD | +29.8% | +30.1% | -0.3% | +21.3% |
| 1Y | +38.7% | +22.3% | +16.3% | +31.1% |
| 3Y | +101.3% | +130.3% | -28.9% | +60.1% |
| 5Y | +94.8% | +144.5% | -49.7% | +46.6% |
| 10Y | +324.2% | +431.8% | -107.6% | +151.1% |
| All | +324.2% | +460.5% | -136.3% | +151.1% |
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