+104.7%
CSCO vs WEC
+60.5%
+44.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +5.0% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | -16.7% | +12.9% | -29.6% | -17.4% |
| 3M | -18.4% | +9.8% | -28.2% | -19.0% |
| 6M | +2.9% | +6.7% | -3.8% | +2.2% |
| YTD | +30.4% | +14.0% | +16.5% | +28.1% |
| 1Y | +41.4% | +7.3% | +34.0% | +40.1% |
| 3Y | +104.7% | +63.8% | +40.9% | +91.5% |
| All | +104.7% | +60.5% | +44.1% | +91.5% |
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