+193,139.0%
CSCO vs WM
+31,814.3%
+161,324.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.2% | -8.8% | -7.9% |
| 7D | -11.9% | +4.5% | -16.3% | -12.9% |
| 30D | -18.8% | +16.1% | -34.9% | -22.1% |
| 3M | -21.2% | +8.0% | -29.3% | -23.0% |
| 6M | +1.9% | +8.4% | -6.5% | -0.9% |
| YTD | +26.1% | +11.2% | +14.9% | +21.5% |
| 1Y | +34.7% | +22.3% | +12.4% | +26.6% |
| 3Y | +94.0% | +50.2% | +43.8% | +71.6% |
| 5Y | +91.6% | +63.3% | +28.3% | +65.3% |
| 10Y | +323.2% | +355.0% | -31.9% | +185.6% |
| All | +193,139.0% | +31,814.3% | +161,324.7% | +49,470.4% |
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 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