+321.5%
CSCO vs WEC
+178.6%
+142.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.7% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | -16.7% | +12.9% | -29.6% | -20.2% |
| 3M | -18.4% | +9.8% | -28.2% | -21.2% |
| 6M | +2.9% | +6.7% | -3.8% | +0.1% |
| YTD | +30.4% | +14.0% | +16.5% | +23.5% |
| 1Y | +41.4% | +7.3% | +34.0% | +36.7% |
| 3Y | +104.7% | +63.8% | +40.9% | +66.3% |
| 5Y | +96.9% | +54.8% | +42.2% | +61.8% |
| 10Y | +321.5% | +185.7% | +135.8% | +199.9% |
| All | +321.5% | +178.6% | +142.9% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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