+97.5%
CSCO vs WSM
+260.3%
-162.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.7% | -6.4% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -15.8% | +5.1% | -20.9% | -16.4% |
| 3M | -15.4% | +5.1% | -20.5% | -16.0% |
| 6M | -5.4% | +48.6% | -54.0% | -9.9% |
| YTD | +26.5% | +44.2% | -17.7% | +21.0% |
| 1Y | +25.9% | +38.1% | -12.2% | +20.9% |
| 3Y | +97.5% | +257.2% | -159.7% | +111.7% |
| All | +97.5% | +260.3% | -162.7% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling