+379.9%
CSCO vs WTW
+198.0%
+181.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.3% |
| 7D | +2.7% | -5.7% | +8.4% | +4.8% |
| 30D | -9.5% | -7.3% | -2.2% | -7.1% |
| 3M | -7.6% | +21.5% | -29.1% | -14.7% |
| 6M | +44.9% | +9.6% | +35.3% | +38.0% |
| YTD | +47.7% | -3.3% | +51.0% | +46.7% |
| 1Y | +69.1% | -6.1% | +75.2% | +69.6% |
| 3Y | +113.5% | +61.8% | +51.7% | +64.5% |
| 5Y | +122.8% | +42.7% | +80.1% | +79.4% |
| All | +379.9% | +198.0% | +181.9% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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