+91.5%
CSCO vs WY
-31.4%
+122.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -8.0% | -6.7% |
| 7D | +1.9% | -0.8% | +2.7% | +2.1% |
| 30D | -15.8% | +10.1% | -25.9% | -18.3% |
| 3M | -15.4% | -15.4% | 0.0% | -11.4% |
| 6M | -5.4% | -8.3% | +2.9% | -3.8% |
| YTD | +26.5% | -9.8% | +36.3% | +28.3% |
| 1Y | +25.9% | -3.9% | +29.8% | +24.7% |
| 3Y | +97.5% | -23.3% | +120.9% | +107.1% |
| All | +91.5% | -31.4% | +122.9% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling