+436.8%
CSCO vs WING
+405.9%
+30.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -0.7% | -3.9% | +3.2% | -0.3% |
| 30D | -10.1% | -11.6% | +1.5% | -9.1% |
| 3M | -15.7% | -24.2% | +8.5% | -13.6% |
| 6M | +36.3% | -54.1% | +90.3% | +47.4% |
| YTD | +43.8% | -53.9% | +97.7% | +54.7% |
| 1Y | +63.9% | -64.4% | +128.3% | +81.3% |
| 3Y | +104.4% | -30.2% | +134.5% | +97.1% |
| 5Y | +111.4% | -34.1% | +145.5% | +98.4% |
| 10Y | +361.7% | +342.1% | +19.5% | +209.2% |
| All | +436.8% | +405.9% | +30.9% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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