+324.2%
CSCO vs WWD
+460.9%
-136.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.7% | +0.4% | -5.1% | -4.8% |
| 30D | -17.1% | -0.4% | -16.7% | -17.1% |
| 3M | -19.6% | -6.1% | -13.5% | -18.4% |
| 6M | +2.4% | -9.5% | +11.9% | +4.4% |
| YTD | +29.8% | +10.8% | +19.0% | +23.9% |
| 1Y | +38.7% | +23.5% | +15.1% | +27.7% |
| 3Y | +101.3% | +151.3% | -49.9% | +46.4% |
| 5Y | +94.8% | +187.8% | -93.0% | +32.9% |
| 10Y | +324.2% | +461.1% | -136.9% | +123.9% |
| All | +324.2% | +460.9% | -136.7% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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