+220,352.4%
CSCO vs WY
+769.8%
+219,582.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -0.7% | -1.7% | +1.1% | 0.0% |
| 30D | -10.1% | -10.1% | 0.0% | -6.6% |
| 3M | -15.7% | -5.1% | -10.5% | -14.5% |
| 6M | +36.3% | -4.8% | +41.0% | +37.6% |
| YTD | +43.8% | -0.2% | +44.1% | +42.1% |
| 1Y | +63.9% | -6.6% | +70.6% | +65.3% |
| 3Y | +104.4% | -22.7% | +127.1% | +117.0% |
| 5Y | +111.4% | -22.2% | +133.6% | +120.4% |
| 10Y | +361.7% | +7.3% | +354.4% | +291.2% |
| All | +220,352.4% | +769.8% | +219,582.6% | +63,902.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling