+660.4%
WDC vs CSCO
+318.7%
+341.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | -16.7% | -4.7% | -12.1% | -12.8% |
| 30D | -27.2% | -17.1% | -10.1% | -15.0% |
| 3M | -34.0% | -19.6% | -14.4% | -22.6% |
| 6M | -39.7% | +2.4% | -42.1% | -41.5% |
| YTD | +68.1% | +29.8% | +38.3% | +33.8% |
| 1Y | +66.3% | +38.7% | +27.6% | +25.4% |
| 3Y | +754.4% | +101.3% | +653.1% | +371.0% |
| 5Y | +595.8% | +94.8% | +500.9% | +288.6% |
| 10Y | +660.4% | +324.2% | +336.2% | +143.7% |
| All | +660.4% | +318.7% | +341.7% | +143.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling