+335.7%
CSCO vs WCN
+322.0%
+13.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.8% |
| 7D | +6.6% | +1.2% | +5.4% | +6.0% |
| 30D | -11.3% | +26.4% | -37.8% | -21.4% |
| 3M | -17.3% | +17.5% | -34.9% | -24.1% |
| 6M | +3.5% | +28.7% | -25.2% | -10.1% |
| YTD | +34.9% | +11.5% | +23.4% | +25.8% |
| 1Y | +40.5% | +15.9% | +24.6% | +28.1% |
| 3Y | +109.3% | +51.6% | +57.7% | +58.8% |
| 5Y | +105.9% | +47.9% | +57.9% | +55.5% |
| All | +335.7% | +322.0% | +13.7% | +92.7% |
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