+47.0%
QCOM vs BWA
+51.7%
-4.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.2% |
| 7D | +0.4% | -5.5% | +5.8% | +3.3% |
| 30D | -6.6% | -21.7% | +15.1% | +5.3% |
| 3M | +3.7% | -25.6% | +29.3% | +19.2% |
| 6M | -13.3% | -17.4% | +4.1% | -4.4% |
| YTD | -1.8% | +9.2% | -11.0% | -8.0% |
| 1Y | -2.5% | +9.7% | -12.3% | -9.0% |
| 3Y | +47.0% | +54.6% | -7.7% | +6.5% |
| All | +47.0% | +51.7% | -4.8% | +6.5% |
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 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