+96.9%
CSCO vs WM
+60.4%
+36.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | -2.9% | -0.5% | -2.5% | -2.8% |
| 30D | -16.7% | +13.3% | -30.0% | -19.2% |
| 3M | -18.4% | +4.4% | -22.8% | -19.4% |
| 6M | +2.9% | +10.8% | -7.9% | -0.5% |
| YTD | +30.4% | +9.1% | +21.4% | +26.2% |
| 1Y | +41.4% | +19.1% | +22.2% | +32.3% |
| 3Y | +104.7% | +45.7% | +59.0% | +72.3% |
| 5Y | +96.9% | +60.4% | +36.5% | +54.2% |
| All | +96.9% | +60.4% | +36.5% | +54.2% |
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