+25.9%
CSCO vs WMT
+24.7%
+1.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.8% | -6.1% |
| 7D | +1.9% | +2.0% | -0.1% | +2.2% |
| 30D | -15.8% | +10.3% | -26.1% | -14.9% |
| 3M | -15.4% | +11.0% | -26.3% | -14.2% |
| 6M | -5.4% | -2.3% | -3.1% | -4.8% |
| YTD | +26.5% | +15.7% | +10.8% | +30.8% |
| 1Y | +25.9% | +26.0% | -0.1% | +35.7% |
| All | +25.9% | +24.7% | +1.2% | +35.7% |
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 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