+34.6%
CSCO vs WST
+42.2%
-7.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -2.1% |
| 7D | -10.2% | -3.1% | -7.1% | -10.0% |
| 30D | -20.1% | +9.1% | -29.1% | -20.2% |
| 3M | -22.1% | +14.7% | -36.8% | -22.3% |
| 6M | +3.2% | +28.0% | -24.8% | +2.0% |
| YTD | +24.1% | +45.6% | -21.6% | +18.8% |
| 1Y | +34.6% | +45.7% | -11.1% | +28.9% |
| All | +34.6% | +42.2% | -7.6% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling