+97.5%
CSCO vs WEC
+64.2%
+33.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.9% | -7.2% | -6.3% |
| 7D | +1.9% | +2.3% | -0.4% | +1.8% |
| 30D | -15.8% | +11.1% | -26.9% | -16.4% |
| 3M | -15.4% | +8.4% | -23.8% | -15.8% |
| 6M | -5.4% | +7.5% | -12.9% | -6.1% |
| YTD | +26.5% | +15.3% | +11.1% | +24.1% |
| 1Y | +25.9% | +9.7% | +16.2% | +24.5% |
| 3Y | +97.5% | +64.7% | +32.9% | +85.3% |
| All | +97.5% | +64.2% | +33.3% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling