+97.5%
CSCO vs WY
-23.6%
+121.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -8.0% | -6.5% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | -15.8% | +10.1% | -25.9% | -17.2% |
| 3M | -15.4% | -15.4% | 0.0% | -12.7% |
| 6M | -5.4% | -8.3% | +2.9% | -4.2% |
| YTD | +26.5% | -9.8% | +36.3% | +27.8% |
| 1Y | +25.9% | -3.9% | +29.8% | +25.1% |
| 3Y | +97.5% | -23.3% | +120.9% | +104.6% |
| All | +97.5% | -23.6% | +121.2% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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