+114.8%
CSCO vs WMT
+129.2%
-14.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -10.7% | -5.8% | -4.9% | -9.4% |
| 3M | -8.7% | -10.8% | +2.0% | -6.1% |
| 6M | +44.9% | -14.3% | +59.3% | +50.3% |
| YTD | +44.1% | -4.4% | +48.5% | +43.3% |
| 1Y | +65.9% | +4.3% | +61.5% | +59.2% |
| 3Y | +109.0% | +100.1% | +8.9% | +55.1% |
| 5Y | +114.8% | +130.8% | -16.1% | +44.4% |
| All | +114.8% | +129.2% | -14.4% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling