+114.8%
CSCO vs WY
-20.4%
+135.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | 0.0% | -1.7% | +1.7% | +0.5% |
| 30D | -10.7% | -9.9% | -0.9% | -8.1% |
| 3M | -8.7% | -7.5% | -1.2% | -7.0% |
| 6M | +44.9% | -5.1% | +50.1% | +46.1% |
| YTD | +44.1% | -2.1% | +46.2% | +43.3% |
| 1Y | +65.9% | -7.3% | +73.2% | +67.6% |
| 3Y | +109.0% | -22.6% | +131.7% | +120.9% |
| 5Y | +114.8% | -19.8% | +134.6% | +126.3% |
| All | +114.8% | -20.4% | +135.2% | +126.3% |
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