+379.9%
CSCO vs WSM
+1,071.8%
-691.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +4.2% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | -9.5% | -7.7% | -1.8% | -8.1% |
| 3M | -7.6% | +3.8% | -11.4% | -8.4% |
| 6M | +44.9% | +22.7% | +22.2% | +38.7% |
| YTD | +47.7% | +28.0% | +19.7% | +40.1% |
| 1Y | +69.1% | +12.7% | +56.4% | +63.9% |
| 3Y | +113.5% | +231.3% | -117.7% | +59.5% |
| 5Y | +122.8% | +177.2% | -54.4% | +66.5% |
| All | +379.9% | +1,071.8% | -691.8% | +142.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling