+104.7%
CSCO vs WCC
+135.0%
-30.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.1% | -3.0% | +3.2% |
| 7D | -2.9% | -5.7% | +2.8% | -1.8% |
| 30D | -16.7% | -13.5% | -3.2% | -14.2% |
| 3M | -18.4% | -12.9% | -5.6% | -16.2% |
| 6M | +2.9% | -10.7% | +13.6% | +4.8% |
| YTD | +30.4% | +30.0% | +0.4% | +22.7% |
| 1Y | +41.4% | +24.7% | +16.7% | +33.9% |
| 3Y | +104.7% | +136.6% | -31.9% | +57.4% |
| All | +104.7% | +135.0% | -30.3% | +57.4% |
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 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