+473.7%
CSCO vs WCC
+1,713.7%
-1,240.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.3% | -0.4% |
| 7D | -0.7% | +4.5% | -5.1% | -1.8% |
| 30D | -10.1% | -5.8% | -4.3% | -8.9% |
| 3M | -15.7% | -3.7% | -12.0% | -15.2% |
| 6M | +36.3% | +23.1% | +13.2% | +28.2% |
| YTD | +43.8% | +44.2% | -0.3% | +29.8% |
| 1Y | +63.9% | +62.1% | +1.8% | +42.9% |
| 3Y | +104.4% | +121.1% | -16.8% | +57.2% |
| 5Y | +111.4% | +214.0% | -102.6% | +42.0% |
| 10Y | +361.7% | +472.8% | -111.1% | +137.8% |
| All | +473.7% | +1,713.7% | -1,240.0% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling