+377.3%
CSCO vs WU
-40.9%
+418.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | 0.0% | -4.9% | +4.9% | +1.5% |
| 30D | -10.7% | -1.3% | -9.4% | -10.6% |
| 3M | -8.7% | -3.6% | -5.2% | -9.4% |
| 6M | +44.9% | -24.3% | +69.2% | +55.6% |
| YTD | +44.1% | -21.1% | +65.2% | +52.0% |
| 1Y | +65.9% | -10.3% | +76.2% | +65.8% |
| 3Y | +109.0% | -28.4% | +137.4% | +122.0% |
| 5Y | +114.8% | -51.2% | +166.0% | +160.7% |
| 10Y | +377.3% | -39.6% | +417.0% | +397.0% |
| All | +377.3% | -40.9% | +418.2% | +397.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling