+193,725.9%
CSCO vs WMT
+11,667.7%
+182,058.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.8% | -6.9% |
| 7D | +1.9% | +2.0% | -0.1% | +0.9% |
| 30D | -15.8% | +10.3% | -26.1% | -19.7% |
| 3M | -15.4% | +11.0% | -26.3% | -20.0% |
| 6M | -5.4% | -2.3% | -3.1% | -5.9% |
| YTD | +26.5% | +15.7% | +10.8% | +15.5% |
| 1Y | +25.9% | +26.0% | -0.1% | +10.1% |
| 3Y | +97.5% | +136.5% | -39.0% | +26.7% |
| 5Y | +93.0% | +176.8% | -83.8% | +13.1% |
| 10Y | +308.6% | +537.5% | -228.9% | +57.5% |
| All | +193,725.9% | +11,667.7% | +182,058.2% | +16,857.6% |
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