+359.9%
CSCO vs WCN
+235.2%
+124.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | -1.1% | -4.4% | +3.3% | +1.2% |
| 30D | -10.8% | -4.4% | -6.3% | -8.8% |
| 3M | -9.2% | +0.5% | -9.7% | -10.3% |
| 6M | +39.5% | -3.3% | +42.8% | +39.8% |
| YTD | +41.5% | -8.5% | +50.0% | +46.2% |
| 1Y | +61.0% | -8.9% | +69.9% | +66.2% |
| 3Y | +105.2% | +18.0% | +87.2% | +78.0% |
| 5Y | +113.4% | +25.0% | +88.4% | +75.1% |
| All | +359.9% | +235.2% | +124.6% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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