+114.2%
CSCO vs WCN
+28.6%
+85.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -10.1% | -2.1% | -8.0% | -9.5% |
| 3M | -11.7% | +6.4% | -18.1% | -14.3% |
| 6M | +40.1% | -3.7% | +43.8% | +40.9% |
| YTD | +43.8% | -6.4% | +50.1% | +46.4% |
| 1Y | +66.6% | -7.9% | +74.6% | +70.6% |
| 3Y | +108.5% | +20.8% | +87.7% | +87.0% |
| All | +114.2% | +28.6% | +85.7% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling