+220,352.3%
CSCO vs WST
+12,684.9%
+207,667.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -0.7% | +0.7% | -1.4% | -0.9% |
| 30D | -10.1% | -3.1% | -7.0% | -9.2% |
| 3M | -15.7% | +7.2% | -22.9% | -17.7% |
| 6M | +36.3% | +36.8% | -0.5% | +22.4% |
| YTD | +43.8% | +23.8% | +20.0% | +32.9% |
| 1Y | +63.9% | +37.8% | +26.2% | +45.2% |
| 3Y | +104.4% | -15.9% | +120.2% | +94.4% |
| 5Y | +111.4% | -25.8% | +137.2% | +102.8% |
| 10Y | +361.7% | +319.6% | +42.1% | +120.6% |
| All | +220,352.3% | +12,684.9% | +207,667.4% | +33,080.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling