+420.3%
CSCO vs WCC
+1,535.5%
-1,115.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.1% | -3.0% | +3.1% |
| 7D | -2.9% | -5.7% | +2.8% | -1.7% |
| 30D | -16.7% | -13.5% | -3.2% | -13.9% |
| 3M | -18.4% | -12.9% | -5.6% | -16.0% |
| 6M | +2.9% | -10.7% | +13.6% | +5.0% |
| YTD | +30.4% | +30.0% | +0.4% | +20.3% |
| 1Y | +41.4% | +24.7% | +16.7% | +31.5% |
| 3Y | +104.7% | +136.6% | -31.9% | +54.7% |
| 5Y | +96.9% | +143.9% | -47.0% | +40.8% |
| 10Y | +321.5% | +465.9% | -144.5% | +117.1% |
| All | +420.3% | +1,535.5% | -1,115.3% | +33.8% |
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