+306.4%
CSCO vs WST
+441.1%
-134.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -2.3% |
| 7D | -10.2% | -3.1% | -7.1% | -9.6% |
| 30D | -20.1% | +9.1% | -29.1% | -21.4% |
| 3M | -22.1% | +14.7% | -36.8% | -24.2% |
| 6M | +3.2% | +28.0% | -24.8% | -2.3% |
| YTD | +24.1% | +45.6% | -21.6% | +13.8% |
| 1Y | +34.6% | +45.7% | -11.1% | +23.2% |
| 3Y | +90.0% | +21.1% | +68.9% | +69.3% |
| 5Y | +88.6% | +0.3% | +88.3% | +74.1% |
| All | +306.4% | +441.1% | -134.7% | +102.3% |
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