+230.9%
QCOM vs BBWI
-41.3%
+272.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.3% |
| 7D | +5.8% | -6.2% | +12.0% | +7.1% |
| 30D | -2.3% | +25.5% | -27.8% | -6.4% |
| 3M | +2.7% | +8.0% | -5.3% | +0.5% |
| 6M | -21.0% | +12.7% | -33.7% | -23.9% |
| YTD | +1.8% | +11.6% | -9.8% | -2.4% |
| 1Y | +2.4% | -0.9% | +3.3% | -0.5% |
| 3Y | +52.1% | -22.7% | +74.8% | +50.7% |
| 5Y | +14.6% | -67.2% | +81.8% | +26.6% |
| 10Y | +230.9% | -43.7% | +274.6% | +196.7% |
| All | +230.9% | -41.3% | +272.2% | +196.7% |
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