+114.0%
CSCO vs WFC
+125.2%
-11.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.6% |
| 7D | -0.5% | +1.1% | -1.6% | -0.9% |
| 30D | -10.1% | +0.8% | -10.9% | -10.3% |
| 3M | -11.7% | +9.3% | -21.0% | -14.2% |
| 6M | +40.1% | +10.6% | +29.5% | +35.3% |
| YTD | +43.8% | -4.1% | +47.9% | +44.9% |
| 1Y | +66.6% | +13.6% | +53.0% | +59.1% |
| 3Y | +108.5% | +130.7% | -22.2% | +58.9% |
| 5Y | +114.0% | +126.7% | -12.8% | +60.9% |
| All | +114.0% | +125.2% | -11.2% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WFC 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling