+220,352.3%
CSCO vs WM
+28,739.7%
+191,612.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.1% |
| 6M | +36.3% | -9.5% | +45.8% | +39.0% |
| YTD | +43.8% | +0.5% | +43.3% | +42.7% |
| 1Y | +63.9% | -1.1% | +65.0% | +63.0% |
| 3Y | +104.4% | +46.0% | +58.3% | +82.4% |
| 5Y | +111.4% | +51.8% | +59.5% | +86.3% |
| 10Y | +361.7% | +307.5% | +54.2% | +221.3% |
| All | +220,352.3% | +28,739.7% | +191,612.6% | +58,106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling