+51.9%
QCOM vs BBWI
-22.8%
+74.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | +2.0% | -7.7% | +9.7% | +3.7% |
| 30D | +1.2% | +24.8% | -23.5% | -3.3% |
| 3M | +9.1% | +16.2% | -7.1% | +5.0% |
| 6M | -25.0% | +15.8% | -40.8% | -28.5% |
| YTD | +4.8% | +11.4% | -6.6% | -0.1% |
| 1Y | +3.6% | +3.2% | +0.4% | -0.3% |
| All | +51.9% | -22.8% | +74.7% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling