+103.6%
CSCO vs WCN
+46.9%
+56.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -12.6% | +25.3% | -38.0% | -18.4% |
| 3M | -16.0% | +15.4% | -31.5% | -19.5% |
| 6M | +2.8% | +27.8% | -25.0% | -5.6% |
| YTD | +33.2% | +10.6% | +22.7% | +29.2% |
| 1Y | +43.1% | +15.8% | +27.3% | +36.1% |
| 3Y | +106.7% | +50.3% | +56.4% | +71.9% |
| 5Y | +103.6% | +46.9% | +56.6% | +65.9% |
| All | +103.6% | +46.9% | +56.7% | +65.9% |
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