+308.5%
CSCO vs WMT
+538.2%
-229.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.8% | -6.8% |
| 7D | +1.9% | +2.0% | -0.1% | +1.1% |
| 30D | -15.8% | +10.3% | -26.1% | -19.0% |
| 3M | -15.4% | +11.0% | -26.3% | -19.0% |
| 6M | -5.4% | -2.3% | -3.1% | -5.4% |
| YTD | +26.5% | +15.7% | +10.8% | +17.1% |
| 1Y | +25.9% | +26.0% | -0.1% | +12.0% |
| 3Y | +97.5% | +136.5% | -39.0% | +30.4% |
| 5Y | +93.0% | +176.8% | -83.8% | +16.6% |
| All | +308.5% | +538.2% | -229.7% | +87.7% |
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