+716.5%
CSCO vs WPM
+5,248.7%
-4,532.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | +0.1% |
| 7D | -4.7% | +16.4% | -21.0% | -6.4% |
| 30D | -17.1% | -1.5% | -15.6% | -17.1% |
| 3M | -19.6% | +2.6% | -22.2% | -20.1% |
| 6M | +2.4% | -1.3% | +3.7% | +1.9% |
| YTD | +29.8% | +16.8% | +13.0% | +25.9% |
| 1Y | +38.7% | +34.1% | +4.5% | +32.3% |
| 3Y | +101.3% | +225.1% | -123.8% | +71.4% |
| 5Y | +94.8% | +234.5% | -139.7% | +63.3% |
| 10Y | +324.2% | +674.1% | -349.9% | +209.3% |
| All | +716.5% | +5,248.7% | -4,532.2% | +321.1% |
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