+88.1%
CSCO vs WM
+59.1%
+29.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.5% |
| 7D | -10.2% | +1.2% | -11.4% | -10.5% |
| 30D | -20.1% | +13.1% | -33.1% | -22.5% |
| 3M | -22.4% | +3.6% | -26.0% | -23.1% |
| 6M | +2.8% | +8.1% | -5.3% | +0.1% |
| YTD | +23.6% | +8.9% | +14.7% | +19.6% |
| 1Y | +34.0% | +20.3% | +13.7% | +25.0% |
| 3Y | +89.3% | +46.2% | +43.1% | +59.0% |
| All | +88.1% | +59.1% | +29.0% | +47.8% |
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