+324.2%
CSCO vs WST
+446.4%
-122.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.7% | +1.4% | -6.0% | -4.9% |
| 30D | -17.1% | +12.7% | -29.8% | -19.1% |
| 3M | -19.6% | +17.2% | -36.8% | -22.2% |
| 6M | +2.4% | +26.7% | -24.3% | -2.7% |
| YTD | +29.8% | +50.3% | -20.5% | +18.3% |
| 1Y | +38.7% | +50.2% | -11.6% | +26.2% |
| 3Y | +101.3% | +21.7% | +79.6% | +79.9% |
| 5Y | +94.8% | +2.0% | +92.8% | +79.8% |
| 10Y | +324.2% | +451.1% | -126.9% | +110.4% |
| All | +324.2% | +446.4% | -122.2% | +110.4% |
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