+11,613.5%
QCOM vs BWA
+2,496.1%
+9,117.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.5% |
| 7D | +0.4% | -5.5% | +5.8% | +2.7% |
| 30D | -6.6% | -21.7% | +15.1% | +2.9% |
| 3M | +3.7% | -25.6% | +29.3% | +16.1% |
| 6M | -13.3% | -17.4% | +4.1% | -6.6% |
| YTD | -1.8% | +9.2% | -11.0% | -6.5% |
| 1Y | -2.5% | +9.7% | -12.3% | -7.4% |
| 3Y | +47.0% | +54.6% | -7.7% | +20.7% |
| 5Y | +13.1% | +26.8% | -13.6% | -1.2% |
| 10Y | +224.7% | +89.0% | +135.7% | +128.5% |
| All | +11,613.5% | +2,496.1% | +9,117.3% | +2,319.6% |
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