+96.9%
CSCO vs WEC
+55.5%
+41.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.9% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | -16.7% | +12.9% | -29.6% | -19.1% |
| 3M | -18.4% | +9.8% | -28.2% | -20.3% |
| 6M | +2.9% | +6.7% | -3.8% | +0.9% |
| YTD | +30.4% | +14.0% | +16.5% | +25.2% |
| 1Y | +41.4% | +7.3% | +34.0% | +38.1% |
| 3Y | +104.7% | +63.8% | +40.9% | +71.9% |
| 5Y | +96.9% | +54.8% | +42.2% | +62.7% |
| All | +96.9% | +55.5% | +41.5% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling