+113.4%
CSCO vs WTW
+42.3%
+71.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -2.0% |
| 7D | -1.1% | -7.8% | +6.7% | +0.9% |
| 30D | -10.8% | -7.9% | -2.9% | -9.0% |
| 3M | -9.2% | +19.9% | -29.2% | -14.0% |
| 6M | +39.5% | +9.8% | +29.7% | +34.9% |
| YTD | +41.5% | -3.3% | +44.9% | +41.6% |
| 1Y | +61.0% | -3.3% | +64.3% | +60.6% |
| 3Y | +105.2% | +61.5% | +43.7% | +61.0% |
| 5Y | +113.4% | +42.6% | +70.9% | +69.1% |
| All | +113.4% | +42.3% | +71.1% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling