+411.1%
WDC vs CSCO
+67.4%
+343.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +7.5% | 0.0% | +7.5% | +7.5% |
| 30D | +10.1% | -10.7% | +20.8% | +16.4% |
| 3M | -6.8% | -8.7% | +1.9% | -2.7% |
| 6M | +84.1% | +44.9% | +39.2% | +59.2% |
| YTD | +180.3% | +44.1% | +136.1% | +137.3% |
| 1Y | +411.1% | +65.9% | +345.2% | +358.8% |
| All | +411.1% | +67.4% | +343.7% | +358.8% |
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