+693.8%
WDC vs CSCO
+94.3%
+599.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.2% |
| 7D | -28.0% | -10.2% | -17.8% | -22.1% |
| 30D | -34.9% | -20.1% | -14.9% | -24.5% |
| 3M | -41.6% | -22.1% | -19.5% | -32.0% |
| 6M | -45.4% | +3.2% | -48.6% | -46.4% |
| YTD | +53.3% | +24.1% | +29.2% | +31.5% |
| 1Y | +61.5% | +34.6% | +27.0% | +31.5% |
| All | +693.8% | +94.3% | +599.5% | +429.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling