+282.9%
QCOM vs BBWI
-55.0%
+337.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.4% | -3.5% | +1.7% |
| 7D | +7.8% | -4.8% | +12.7% | +8.7% |
| 30D | +12.2% | +3.5% | +8.7% | +11.1% |
| 3M | -9.9% | -0.3% | -9.5% | -10.7% |
| 6M | +36.9% | -5.4% | +42.3% | +36.3% |
| YTD | +8.0% | -4.7% | +12.8% | +7.1% |
| 1Y | +15.0% | -30.5% | +45.5% | +19.8% |
| 3Y | +75.8% | -44.3% | +120.2% | +85.2% |
| 5Y | +42.2% | -66.9% | +109.1% | +58.9% |
| All | +282.9% | -55.0% | +337.8% | +249.4% |
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