+735.9%
CSCO vs WTW
+1,139.1%
-403.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +1.0% |
| 7D | -0.5% | -2.7% | +2.2% | +0.4% |
| 30D | -10.1% | -5.6% | -4.4% | -8.3% |
| 3M | -11.7% | +26.5% | -38.2% | -19.6% |
| 6M | +40.1% | +8.1% | +32.0% | +34.3% |
| YTD | +43.8% | -0.3% | +44.1% | +41.0% |
| 1Y | +66.6% | -0.9% | +67.5% | +63.2% |
| 3Y | +108.5% | +66.6% | +41.9% | +64.8% |
| 5Y | +114.0% | +54.0% | +60.0% | +72.8% |
| 10Y | +366.8% | +198.1% | +168.7% | +186.9% |
| All | +735.9% | +1,139.1% | -403.2% | +284.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling