+34.0%
CSCO vs WM
+20.0%
+14.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -2.5% |
| 7D | -10.2% | +1.2% | -11.4% | -9.9% |
| 30D | -20.1% | +13.1% | -33.1% | -17.4% |
| 3M | -22.4% | +3.6% | -26.0% | -21.2% |
| 6M | +2.8% | +8.1% | -5.3% | +5.3% |
| YTD | +23.6% | +8.9% | +14.7% | +27.8% |
| 1Y | +34.0% | +20.3% | +13.7% | +39.7% |
| All | +34.0% | +20.0% | +14.0% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling