+805.0%
CSCO vs WPM
+5,967.5%
-5,162.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -0.7% | +1.1% | -1.7% | -0.8% |
| 30D | -10.1% | +26.4% | -36.5% | -12.7% |
| 3M | -15.7% | +20.8% | -36.5% | -17.8% |
| 6M | +36.3% | +1.1% | +35.2% | +35.1% |
| YTD | +43.8% | +32.5% | +11.4% | +37.9% |
| 1Y | +63.9% | +51.5% | +12.4% | +54.3% |
| 3Y | +104.4% | +267.0% | -162.7% | +71.7% |
| 5Y | +111.4% | +250.1% | -138.8% | +76.5% |
| 10Y | +361.7% | +540.4% | -178.7% | +245.0% |
| All | +805.0% | +5,967.5% | -5,162.5% | +361.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling