+45.9%
CSCO vs WMT
+27.5%
+18.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.8% | +1.1% |
| 7D | -6.1% | +8.8% | -14.8% | -5.0% |
| 30D | -8.2% | +22.9% | -31.1% | -6.2% |
| 3M | -14.6% | +16.1% | -30.6% | -12.9% |
| 6M | +12.7% | -0.5% | +13.2% | +13.5% |
| YTD | +37.0% | +16.7% | +20.3% | +42.9% |
| 1Y | +45.9% | +27.4% | +18.6% | +60.1% |
| All | +45.9% | +27.5% | +18.4% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 1y: compounded portfolio wealth divided by compounded WMT 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…
1y analysis · Full analysis span regression · 6 months rolling