+113.3%
CSCO vs WM
+52.1%
+61.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.9% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | -10.1% | -2.4% | -7.8% | -9.6% |
| 3M | -15.7% | +0.4% | -16.1% | -16.3% |
| 6M | +36.3% | -9.5% | +45.8% | +39.6% |
| YTD | +43.8% | +0.5% | +43.3% | +42.1% |
| 1Y | +63.9% | -1.1% | +65.0% | +62.7% |
| 3Y | +104.4% | +46.0% | +58.3% | +69.3% |
| All | +113.3% | +52.1% | +61.2% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling