+66.3%
WDC vs CSCO
+39.3%
+27.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -16.7% | -4.7% | -12.1% | -13.5% |
| 30D | -27.2% | -17.1% | -10.1% | -18.4% |
| 3M | -34.0% | -19.6% | -14.4% | -25.3% |
| 6M | -39.7% | +2.4% | -42.1% | -38.8% |
| YTD | +68.1% | +29.8% | +38.3% | +43.1% |
| 1Y | +66.3% | +38.7% | +27.6% | +40.9% |
| All | +66.3% | +39.3% | +27.0% | +40.9% |
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