+362.3%
CSCO vs WST
+322.7%
+39.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | -10.1% | -3.1% | -7.0% | -9.5% |
| 3M | -15.7% | +7.2% | -22.9% | -17.1% |
| 6M | +36.3% | +36.8% | -0.5% | +26.8% |
| YTD | +43.8% | +23.8% | +20.0% | +36.4% |
| 1Y | +63.9% | +37.8% | +26.2% | +51.1% |
| 3Y | +104.4% | -15.9% | +120.2% | +101.0% |
| 5Y | +111.4% | -25.8% | +137.2% | +112.1% |
| All | +362.3% | +322.7% | +39.6% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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