+11.2%
QCOM vs BBWI
-67.9%
+79.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.3% | +8.8% | +6.4% |
| 7D | +0.4% | -6.2% | +6.6% | +2.2% |
| 30D | -6.6% | +19.9% | -26.5% | -11.2% |
| 3M | +3.7% | +7.1% | -3.5% | +0.7% |
| 6M | -13.3% | +13.7% | -27.0% | -18.2% |
| YTD | -1.8% | +9.6% | -11.4% | -7.6% |
| 1Y | -2.5% | -1.6% | -0.9% | -6.6% |
| 3Y | +47.0% | -25.9% | +72.8% | +43.2% |
| All | +11.2% | -67.9% | +79.1% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling