+359.9%
CSCO vs WMT
+429.5%
-69.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -1.1% | -2.5% | +1.4% | -0.2% |
| 30D | -10.8% | -6.4% | -4.4% | -8.8% |
| 3M | -9.2% | -12.1% | +2.9% | -5.1% |
| 6M | +39.5% | -15.0% | +54.5% | +47.0% |
| YTD | +41.5% | -4.5% | +46.0% | +41.2% |
| 1Y | +61.0% | +6.2% | +54.8% | +52.6% |
| 3Y | +105.2% | +99.9% | +5.3% | +44.4% |
| 5Y | +113.4% | +131.4% | -18.0% | +38.0% |
| All | +359.9% | +429.5% | -69.7% | +126.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling