+377.3%
CSCO vs BWA
+142.7%
+234.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | 0.0% | +0.1% | -0.2% | -0.1% |
| 30D | -10.7% | -5.6% | -5.2% | -9.3% |
| 3M | -8.7% | -10.7% | +2.0% | -6.0% |
| 6M | +44.9% | +23.2% | +21.7% | +35.9% |
| YTD | +44.1% | +46.0% | -1.9% | +26.7% |
| 1Y | +65.9% | +51.2% | +14.7% | +43.8% |
| 3Y | +109.0% | +69.6% | +39.4% | +70.2% |
| 5Y | +114.8% | +86.6% | +28.2% | +64.5% |
| 10Y | +377.3% | +152.3% | +225.0% | +224.3% |
| All | +377.3% | +142.7% | +234.6% | +224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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