+96.9%
CSCO vs WWD
+190.4%
-93.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.2% | +3.9% |
| 7D | -2.9% | +4.2% | -7.1% | -3.8% |
| 30D | -16.7% | -0.8% | -15.9% | -16.6% |
| 3M | -18.4% | -8.2% | -10.3% | -16.9% |
| 6M | +2.9% | -9.8% | +12.8% | +4.8% |
| YTD | +30.4% | +10.4% | +20.0% | +25.1% |
| 1Y | +41.4% | +25.5% | +15.9% | +30.5% |
| 3Y | +104.7% | +155.8% | -51.1% | +49.5% |
| 5Y | +96.9% | +187.3% | -90.4% | +35.1% |
| All | +96.9% | +190.4% | -93.5% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling