+89.3%
CSCO vs WM
+47.1%
+42.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.9% |
| 7D | -10.2% | +1.2% | -11.4% | -10.2% |
| 30D | -20.1% | +13.1% | -33.1% | -20.6% |
| 3M | -22.4% | +3.6% | -26.0% | -22.4% |
| 6M | +2.8% | +8.1% | -5.3% | +2.0% |
| YTD | +23.6% | +8.9% | +14.7% | +22.1% |
| 1Y | +34.0% | +20.3% | +13.7% | +29.4% |
| 3Y | +89.3% | +46.2% | +43.1% | +75.4% |
| All | +89.3% | +47.1% | +42.1% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling