+641.1%
CSCO vs WU
-19.6%
+660.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -0.7% | -0.8% | +0.2% | -0.4% |
| 30D | -10.1% | -1.1% | -9.0% | -10.1% |
| 3M | -15.7% | -3.9% | -11.8% | -16.2% |
| 6M | +36.3% | -20.7% | +56.9% | +45.4% |
| YTD | +43.8% | -18.4% | +62.2% | +51.1% |
| 1Y | +63.9% | -8.1% | +72.0% | +62.6% |
| 3Y | +104.4% | -24.2% | +128.5% | +113.8% |
| 5Y | +111.4% | -50.4% | +161.8% | +157.2% |
| 10Y | +361.7% | -40.0% | +401.7% | +395.9% |
| All | +641.1% | -19.6% | +660.7% | +524.1% |
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