+63.9%
CSCO vs WSM
+19.9%
+44.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | +0.2% |
| 7D | -0.7% | -3.3% | +2.6% | -0.2% |
| 30D | -10.1% | -8.4% | -1.7% | -8.9% |
| 3M | -15.7% | +9.7% | -25.3% | -16.9% |
| 6M | +36.3% | +16.7% | +19.6% | +33.1% |
| YTD | +43.8% | +28.7% | +15.1% | +40.8% |
| 1Y | +63.9% | +13.7% | +50.3% | +63.2% |
| All | +63.9% | +19.9% | +44.1% | +63.2% |
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