+10,313.7%
CSCO vs BWA
+2,583.4%
+7,730.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | -4.7% | -2.4% | -2.2% | -3.8% |
| 30D | -17.1% | -17.7% | +0.6% | -11.3% |
| 3M | -19.6% | -27.0% | +7.4% | -10.5% |
| 6M | +2.4% | -17.3% | +19.7% | +8.7% |
| YTD | +29.8% | +12.9% | +16.9% | +21.2% |
| 1Y | +38.7% | +12.9% | +25.8% | +29.3% |
| 3Y | +101.3% | +62.1% | +39.2% | +60.6% |
| 5Y | +94.8% | +30.7% | +64.1% | +61.8% |
| 10Y | +324.2% | +89.2% | +235.0% | +183.6% |
| All | +10,313.7% | +2,583.4% | +7,730.3% | +2,399.3% |
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 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