+335.7%
CSCO vs WCC
+440.3%
-104.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +6.6% | +14.2% | -7.7% | +3.5% |
| 30D | -11.3% | -9.8% | -1.5% | -9.6% |
| 3M | -17.3% | -10.1% | -7.2% | -15.7% |
| 6M | +3.5% | -9.4% | +12.9% | +5.0% |
| YTD | +34.9% | +34.4% | +0.5% | +25.2% |
| 1Y | +40.5% | +23.3% | +17.2% | +32.6% |
| 3Y | +109.3% | +137.9% | -28.7% | +65.2% |
| 5Y | +105.9% | +144.0% | -38.1% | +55.0% |
| All | +335.7% | +440.3% | -104.6% | +158.4% |
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