+12,403.8%
QCOM vs BWA
+2,626.5%
+9,777.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.1% | +1.1% |
| 7D | +2.0% | +1.7% | +0.2% | +1.4% |
| 30D | +1.2% | -14.6% | +15.8% | +7.8% |
| 3M | +9.1% | -26.2% | +35.4% | +22.5% |
| 6M | -25.0% | -18.4% | -6.6% | -18.9% |
| YTD | +4.8% | +14.7% | -9.8% | -2.1% |
| 1Y | +3.6% | +13.3% | -9.7% | -2.9% |
| 3Y | +51.5% | +64.7% | -13.2% | +21.4% |
| 5Y | +19.7% | +32.2% | -12.4% | +2.9% |
| 10Y | +245.8% | +96.8% | +149.0% | +139.7% |
| All | +12,403.8% | +2,626.5% | +9,777.3% | +2,433.3% |
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