+94.8%
CSCO vs WU
-41.3%
+136.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -4.7% | +11.0% | -15.7% | -6.6% |
| 30D | -17.1% | +13.4% | -30.5% | -19.2% |
| 3M | -19.6% | +2.2% | -21.8% | -20.3% |
| 6M | +2.4% | -18.2% | +20.6% | +5.9% |
| YTD | +29.8% | -18.3% | +48.1% | +33.8% |
| 1Y | +38.7% | -12.2% | +50.8% | +39.9% |
| 3Y | +101.3% | -20.8% | +122.1% | +105.4% |
| 5Y | +94.8% | -42.6% | +137.4% | +117.6% |
| All | +94.8% | -41.3% | +136.1% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling