+324.2%
CSCO vs BWA
+95.2%
+229.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | -4.7% | -2.4% | -2.2% | -4.0% |
| 30D | -17.1% | -17.7% | +0.6% | -12.3% |
| 3M | -19.6% | -27.0% | +7.4% | -12.1% |
| 6M | +2.4% | -17.3% | +19.7% | +7.8% |
| YTD | +29.8% | +12.9% | +16.9% | +22.8% |
| 1Y | +38.7% | +12.9% | +25.8% | +30.9% |
| 3Y | +101.3% | +62.1% | +39.2% | +65.8% |
| 5Y | +94.8% | +30.7% | +64.1% | +66.2% |
| 10Y | +324.2% | +89.2% | +235.0% | +216.1% |
| All | +324.2% | +95.2% | +229.0% | +216.1% |
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