+220,352.3%
CSCO vs WFC
+9,800.0%
+210,552.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.2% |
| 7D | -0.7% | +3.8% | -4.4% | -1.9% |
| 30D | -10.1% | +1.5% | -11.6% | -10.6% |
| 3M | -15.7% | +10.9% | -26.5% | -18.8% |
| 6M | +36.3% | +8.4% | +27.8% | +31.8% |
| YTD | +43.8% | -1.9% | +45.7% | +43.8% |
| 1Y | +63.9% | +12.3% | +51.6% | +56.0% |
| 3Y | +104.4% | +132.3% | -28.0% | +48.3% |
| 5Y | +111.4% | +130.1% | -18.7% | +50.1% |
| 10Y | +361.7% | +134.4% | +227.3% | +205.1% |
| All | +220,352.3% | +9,800.0% | +210,552.3% | +22,521.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling