+220,352.2%
CSCO vs WSM
+36,046.7%
+184,305.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | +0.1% |
| 7D | -0.7% | -3.3% | +2.6% | 0.0% |
| 30D | -10.1% | -8.4% | -1.7% | -8.4% |
| 3M | -15.7% | +9.7% | -25.3% | -17.6% |
| 6M | +36.3% | +16.7% | +19.6% | +30.9% |
| YTD | +43.8% | +28.7% | +15.1% | +35.1% |
| 1Y | +63.9% | +13.7% | +50.3% | +57.7% |
| 3Y | +104.4% | +230.1% | -125.7% | +47.6% |
| 5Y | +111.4% | +179.0% | -67.6% | +52.3% |
| 10Y | +361.7% | +1,002.5% | -640.9% | +123.3% |
| All | +220,352.2% | +36,046.7% | +184,305.6% | +37,191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling