+108.5%
CSCO vs WMT
+100.8%
+7.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -10.1% | -5.0% | -5.1% | -9.2% |
| 3M | -11.7% | -11.3% | -0.4% | -9.5% |
| 6M | +40.1% | -13.8% | +53.9% | +44.1% |
| YTD | +43.8% | -4.2% | +48.0% | +42.2% |
| 1Y | +66.6% | +4.6% | +62.1% | +59.2% |
| 3Y | +108.5% | +100.5% | +8.0% | +50.2% |
| All | +108.5% | +100.8% | +7.7% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling