+45.9%
CSCO vs WU
-18.0%
+63.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | +0.9% |
| 7D | -6.1% | +8.2% | -14.3% | -5.6% |
| 30D | -8.2% | +8.0% | -16.2% | -7.8% |
| 3M | -14.6% | -6.6% | -7.9% | -14.4% |
| 6M | +12.7% | -23.3% | +36.0% | +13.7% |
| YTD | +37.0% | -22.4% | +59.4% | +38.3% |
| 1Y | +45.9% | -18.0% | +63.9% | +46.2% |
| All | +45.9% | -18.0% | +63.9% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling