+992.6%
WDC vs CSCO
+114.4%
+878.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.2% |
| 7D | +6.0% | -0.5% | +6.5% | +6.4% |
| 30D | +9.9% | -10.1% | +20.0% | +17.6% |
| 3M | -9.4% | -11.7% | +2.3% | -1.0% |
| 6M | +94.7% | +40.1% | +54.6% | +52.0% |
| YTD | +177.4% | +43.8% | +133.6% | +109.8% |
| 1Y | +412.6% | +66.6% | +346.0% | +245.2% |
| 3Y | +1,359.8% | +108.5% | +1,251.3% | +734.6% |
| 5Y | +992.6% | +114.0% | +878.6% | +490.5% |
| All | +992.6% | +114.4% | +878.1% | +490.5% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling