+242.8%
QCOM vs BBWI
-44.4%
+287.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +5.5% | -4.2% | +9.8% | +6.5% |
| 30D | -1.1% | +24.9% | -26.0% | -5.2% |
| 3M | +7.6% | +13.2% | -5.6% | +4.3% |
| 6M | -20.1% | +12.1% | -32.2% | -22.9% |
| YTD | +3.0% | +11.1% | -8.0% | -1.2% |
| 1Y | +3.2% | +0.7% | +2.5% | 0.0% |
| 3Y | +48.9% | -23.8% | +72.6% | +47.8% |
| 5Y | +21.1% | -66.9% | +88.0% | +33.6% |
| 10Y | +242.8% | -45.3% | +288.1% | +205.5% |
| All | +242.8% | -44.4% | +287.2% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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