+114.8%
CSCO vs WSM
+182.5%
-67.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | 0.0% | +2.6% | -2.6% | -0.4% |
| 30D | -10.7% | -9.3% | -1.4% | -9.4% |
| 3M | -8.7% | +7.1% | -15.8% | -9.8% |
| 6M | +44.9% | +21.7% | +23.2% | +40.2% |
| YTD | +44.1% | +28.7% | +15.4% | +38.3% |
| 1Y | +65.9% | +13.9% | +52.0% | +61.7% |
| 3Y | +109.0% | +232.2% | -123.2% | +66.6% |
| 5Y | +114.8% | +176.4% | -61.6% | +64.5% |
| All | +114.8% | +182.5% | -67.7% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling