+377.3%
CSCO vs WFC
+138.6%
+238.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.4% |
| 7D | 0.0% | +0.4% | -0.5% | -0.2% |
| 30D | -10.7% | +2.5% | -13.2% | -11.5% |
| 3M | -8.7% | +10.0% | -18.7% | -11.8% |
| 6M | +44.9% | +15.1% | +29.8% | +37.3% |
| YTD | +44.1% | -2.2% | +46.3% | +44.3% |
| 1Y | +65.9% | +13.5% | +52.4% | +57.3% |
| 3Y | +109.0% | +135.2% | -26.2% | +50.3% |
| 5Y | +114.8% | +128.3% | -13.6% | +51.8% |
| 10Y | +377.3% | +142.4% | +235.0% | +222.6% |
| All | +377.3% | +138.6% | +238.7% | +222.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling