+113.3%
CSCO vs WST
-25.7%
+139.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | -10.1% | -3.1% | -7.0% | -9.8% |
| 3M | -15.7% | +7.2% | -22.9% | -16.5% |
| 6M | +36.3% | +36.8% | -0.5% | +30.5% |
| YTD | +43.8% | +23.8% | +20.0% | +39.3% |
| 1Y | +63.9% | +37.8% | +26.2% | +56.0% |
| 3Y | +104.4% | -15.9% | +120.2% | +104.2% |
| All | +113.3% | -25.7% | +139.0% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling