+386.8%
CSCO vs WING
+719.8%
-333.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.4% | -3.3% | +4.2% |
| 7D | -2.9% | +8.6% | -11.5% | -3.8% |
| 30D | -16.7% | +44.8% | -61.4% | -20.2% |
| 3M | -18.4% | +51.9% | -70.4% | -22.6% |
| 6M | +2.9% | +37.2% | -34.3% | -1.9% |
| YTD | +30.4% | -25.3% | +55.7% | +32.5% |
| 1Y | +41.4% | -25.1% | +66.5% | +43.3% |
| 3Y | +104.7% | -12.9% | +117.6% | +94.2% |
| 5Y | +96.9% | +12.0% | +84.9% | +73.7% |
| 10Y | +321.5% | +716.5% | -395.0% | +161.9% |
| All | +386.8% | +719.8% | -333.0% | +192.3% |
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