+377.3%
CSCO vs WEC
+141.2%
+236.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.5% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -10.7% | +0.9% | -11.6% | -11.1% |
| 3M | -8.7% | -5.3% | -3.4% | -7.3% |
| 6M | +44.9% | -6.6% | +51.5% | +47.5% |
| YTD | +44.1% | +3.3% | +40.9% | +41.4% |
| 1Y | +65.9% | +2.1% | +63.8% | +63.0% |
| 3Y | +109.0% | +39.6% | +69.4% | +80.3% |
| 5Y | +114.8% | +31.2% | +83.6% | +88.0% |
| 10Y | +377.3% | +148.4% | +228.9% | +258.0% |
| All | +377.3% | +141.2% | +236.2% | +258.0% |
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