+377.3%
CSCO vs WPM
+523.6%
-146.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.2% |
| 7D | 0.0% | +3.9% | -3.9% | -0.3% |
| 30D | -10.7% | +17.7% | -28.4% | -11.8% |
| 3M | -8.7% | +39.4% | -48.2% | -11.1% |
| 6M | +44.9% | +6.4% | +38.5% | +43.5% |
| YTD | +44.1% | +34.0% | +10.2% | +40.5% |
| 1Y | +65.9% | +50.5% | +15.4% | +60.2% |
| 3Y | +109.0% | +280.3% | -171.3% | +89.5% |
| 5Y | +114.8% | +266.3% | -151.6% | +93.4% |
| 10Y | +377.3% | +550.8% | -173.5% | +341.8% |
| All | +377.3% | +523.6% | -146.3% | +341.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling