+220,352.2%
CSCO vs WMT
+9,743.0%
+210,609.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -0.7% | +3.9% | -4.6% | -2.4% |
| 30D | -10.1% | -4.4% | -5.7% | -8.6% |
| 3M | -15.7% | -8.8% | -6.9% | -12.7% |
| 6M | +36.3% | -15.6% | +51.9% | +45.4% |
| YTD | +43.8% | -3.2% | +47.1% | +43.2% |
| 1Y | +63.9% | +7.0% | +56.9% | +54.8% |
| 3Y | +104.4% | +105.3% | -1.0% | +40.3% |
| 5Y | +111.4% | +129.3% | -17.9% | +35.6% |
| 10Y | +361.7% | +423.9% | -62.3% | +95.4% |
| All | +220,352.2% | +9,743.0% | +210,609.2% | +20,919.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling