+304.8%
CSCO vs WM
+339.4%
-34.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.0% |
| 7D | -10.2% | +1.2% | -11.4% | -10.8% |
| 30D | -20.1% | +13.1% | -33.1% | -24.9% |
| 3M | -22.4% | +3.6% | -26.0% | -24.1% |
| 6M | +2.8% | +8.1% | -5.3% | -2.5% |
| YTD | +23.6% | +8.9% | +14.7% | +16.1% |
| 1Y | +34.0% | +20.3% | +13.7% | +19.0% |
| 3Y | +89.3% | +46.2% | +43.1% | +45.5% |
| 5Y | +87.9% | +59.9% | +28.0% | +34.2% |
| All | +304.8% | +339.4% | -34.6% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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