+748.7%
CSCO vs WPM
+5,060.0%
-4,311.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.6% |
| 7D | +6.6% | -0.5% | +7.1% | +6.6% |
| 30D | -11.3% | -3.1% | -8.2% | -11.2% |
| 3M | -17.3% | -2.2% | -15.2% | -17.4% |
| 6M | +3.5% | -7.4% | +10.9% | +3.7% |
| YTD | +34.9% | +12.6% | +22.2% | +31.4% |
| 1Y | +40.5% | +22.8% | +17.6% | +35.4% |
| 3Y | +109.3% | +213.6% | -104.4% | +78.8% |
| 5Y | +105.9% | +211.2% | -105.3% | +74.0% |
| 10Y | +335.8% | +733.9% | -398.1% | +214.8% |
| All | +748.7% | +5,060.0% | -4,311.3% | +339.5% |
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