+254.0%
QCOM vs BWA
+150.8%
+103.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.2% |
| 7D | +3.3% | +5.7% | -2.3% | +0.7% |
| 30D | +7.7% | +1.4% | +6.3% | +6.7% |
| 3M | -30.1% | -12.1% | -18.0% | -25.8% |
| 6M | +22.8% | +28.6% | -5.7% | +9.8% |
| YTD | +0.2% | +51.1% | -50.9% | -18.5% |
| 1Y | +7.9% | +55.9% | -48.0% | -13.9% |
| 3Y | +55.8% | +70.1% | -14.3% | +15.8% |
| 5Y | +30.1% | +90.7% | -60.6% | -9.9% |
| All | +254.0% | +150.8% | +103.3% | +106.8% |
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