+568.7%
CSCO vs WU
-19.5%
+588.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | -4.7% | +11.0% | -15.7% | -8.7% |
| 30D | -17.1% | +13.4% | -30.5% | -21.4% |
| 3M | -19.6% | +2.2% | -21.8% | -21.2% |
| 6M | +2.4% | -18.2% | +20.6% | +7.3% |
| YTD | +29.8% | -18.3% | +48.1% | +35.1% |
| 1Y | +38.7% | -12.2% | +50.8% | +39.9% |
| 3Y | +101.3% | -20.8% | +122.1% | +106.0% |
| 5Y | +94.8% | -42.6% | +137.4% | +121.4% |
| 10Y | +324.2% | -35.5% | +359.7% | +338.2% |
| All | +568.7% | -19.5% | +588.3% | +458.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling