+106.4%
CSCO vs WWD
+166.3%
-59.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.3% |
| 7D | -0.7% | +1.3% | -2.0% | -0.9% |
| 30D | -10.1% | -7.2% | -3.0% | -8.9% |
| 3M | -15.7% | -3.8% | -11.8% | -15.4% |
| 6M | +36.3% | -9.9% | +46.2% | +37.9% |
| YTD | +43.8% | +14.8% | +29.0% | +38.3% |
| 1Y | +63.9% | +42.1% | +21.9% | +49.6% |
| All | +106.4% | +166.3% | -59.9% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling