+108.5%
CSCO vs WCC
+137.6%
-29.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.6% |
| 7D | -0.5% | +8.5% | -9.0% | -2.3% |
| 30D | -10.1% | -1.0% | -9.1% | -10.0% |
| 3M | -11.7% | +2.1% | -13.9% | -12.5% |
| 6M | +40.1% | +36.8% | +3.3% | +30.7% |
| YTD | +43.8% | +47.7% | -3.9% | +32.1% |
| 1Y | +66.6% | +66.5% | +0.1% | +49.2% |
| 3Y | +108.5% | +134.2% | -25.6% | +71.3% |
| All | +108.5% | +137.6% | -29.1% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling