+11,441.3%
CSCO vs BWA
+3,492.4%
+7,949.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | -0.4% |
| 7D | -0.7% | +5.7% | -6.3% | -2.6% |
| 30D | -10.1% | +1.4% | -11.5% | -10.7% |
| 3M | -15.7% | -12.1% | -3.6% | -12.1% |
| 6M | +36.3% | +28.6% | +7.7% | +23.9% |
| YTD | +43.8% | +51.1% | -7.3% | +21.5% |
| 1Y | +63.9% | +55.9% | +8.1% | +36.5% |
| 3Y | +104.4% | +70.1% | +34.2% | +59.7% |
| 5Y | +111.4% | +90.7% | +20.7% | +53.5% |
| 10Y | +361.7% | +154.0% | +207.7% | +178.1% |
| All | +11,441.3% | +3,492.4% | +7,949.0% | +2,405.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling