+417.4%
WDC vs CSCO
+63.7%
+353.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.5% | +5.3% | +5.6% |
| 7D | +1.7% | -0.7% | +2.4% | +2.1% |
| 30D | -10.0% | -10.1% | +0.2% | -5.2% |
| 3M | -18.8% | -15.7% | -3.1% | -12.4% |
| 6M | +79.0% | +36.3% | +42.8% | +58.2% |
| YTD | +171.6% | +43.8% | +127.7% | +130.9% |
| 1Y | +417.4% | +63.9% | +353.4% | +365.3% |
| All | +417.4% | +63.7% | +353.7% | +365.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 1y: compounded portfolio wealth divided by compounded CSCO 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…
1y analysis · Full analysis span regression · 6 months rolling