+45.9%
CSCO vs WSM
+44.0%
+1.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -5.8% | -0.1% |
| 7D | -6.1% | +8.0% | -14.0% | -6.9% |
| 30D | -8.2% | +13.5% | -21.7% | -9.8% |
| 3M | -14.6% | +8.8% | -23.4% | -15.6% |
| 6M | +12.7% | +54.7% | -42.0% | +5.4% |
| YTD | +37.0% | +53.3% | -16.3% | +33.8% |
| 1Y | +45.9% | +41.1% | +4.8% | +41.7% |
| All | +45.9% | +44.0% | +1.9% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling