+66.6%
CSCO vs WFC
+13.8%
+52.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | -0.5% | +1.1% | -1.6% | -0.8% |
| 30D | -10.1% | +0.8% | -10.9% | -10.3% |
| 3M | -11.7% | +9.3% | -21.0% | -13.6% |
| 6M | +40.1% | +10.6% | +29.5% | +36.3% |
| YTD | +43.8% | -4.1% | +47.9% | +45.3% |
| 1Y | +66.6% | +13.6% | +53.0% | +63.4% |
| All | +66.6% | +13.8% | +52.8% | +63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling