+108.4%
CSCO vs WTW
+60.9%
+47.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.5% |
| 7D | 0.0% | -7.1% | +7.1% | +0.6% |
| 30D | -10.7% | -8.5% | -2.2% | -10.1% |
| 3M | -8.7% | +20.6% | -29.3% | -10.4% |
| 6M | +44.9% | +7.2% | +37.7% | +43.8% |
| YTD | +44.1% | -3.9% | +48.0% | +44.9% |
| 1Y | +65.9% | -3.6% | +69.5% | +66.4% |
| All | +108.4% | +60.9% | +47.5% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling