+366.8%
CSCO vs WWD
+476.2%
-109.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | -0.5% | +0.8% | -1.3% | -0.8% |
| 30D | -10.1% | -6.4% | -3.7% | -8.5% |
| 3M | -11.7% | -5.6% | -6.1% | -10.8% |
| 6M | +40.1% | -9.1% | +49.2% | +42.0% |
| YTD | +43.8% | +12.5% | +31.3% | +36.8% |
| 1Y | +66.6% | +41.3% | +25.3% | +47.2% |
| 3Y | +108.5% | +170.2% | -61.7% | +48.2% |
| 5Y | +114.0% | +192.5% | -78.5% | +45.1% |
| 10Y | +366.8% | +476.9% | -110.1% | +144.1% |
| All | +366.8% | +476.2% | -109.4% | +144.1% |
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