+189,363.8%
CSCO vs WST
+14,935.2%
+174,428.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -2.5% |
| 7D | -10.2% | -3.1% | -7.1% | -9.3% |
| 30D | -20.1% | +9.1% | -29.1% | -22.2% |
| 3M | -22.4% | +14.7% | -37.1% | -25.7% |
| 6M | +2.8% | +28.0% | -25.2% | -5.3% |
| YTD | +23.6% | +45.6% | -22.0% | +8.5% |
| 1Y | +34.0% | +45.7% | -11.6% | +17.3% |
| 3Y | +89.3% | +21.1% | +68.2% | +59.3% |
| 5Y | +87.9% | +0.3% | +87.5% | +62.9% |
| 10Y | +314.9% | +449.0% | -134.1% | +81.5% |
| All | +189,363.8% | +14,935.2% | +174,428.6% | +26,992.0% |
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