+108.5%
CSCO vs BWA
+72.9%
+35.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | -0.5% | +4.3% | -4.8% | -1.4% |
| 30D | -10.1% | -2.9% | -7.2% | -9.6% |
| 3M | -11.7% | -12.4% | +0.7% | -9.7% |
| 6M | +40.1% | +28.6% | +11.5% | +34.3% |
| YTD | +43.8% | +48.2% | -4.4% | +32.3% |
| 1Y | +66.6% | +50.9% | +15.7% | +52.4% |
| 3Y | +108.5% | +72.2% | +36.4% | +75.3% |
| All | +108.5% | +72.9% | +35.6% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling