+61.0%
CSCO vs WMT
+4.6%
+56.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -1.1% | -2.5% | +1.4% | -1.2% |
| 30D | -10.8% | -6.4% | -4.4% | -11.0% |
| 3M | -9.2% | -12.1% | +2.9% | -9.8% |
| 6M | +39.5% | -15.0% | +54.5% | +38.4% |
| YTD | +41.5% | -4.5% | +46.0% | +42.5% |
| 1Y | +61.0% | +6.2% | +54.8% | +66.8% |
| All | +61.0% | +4.6% | +56.4% | +66.8% |
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