+230.9%
QCOM vs EWT
+418.9%
-188.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.2% | -3.5% | -3.4% |
| 7D | +5.8% | -5.0% | +10.8% | +10.7% |
| 30D | -2.3% | -16.3% | +14.0% | +16.0% |
| 3M | +2.7% | -7.2% | +9.9% | +9.4% |
| 6M | -21.0% | -0.5% | -20.5% | -21.8% |
| YTD | +1.8% | +50.6% | -48.7% | -34.1% |
| 1Y | +2.4% | +54.8% | -52.4% | -35.6% |
| 3Y | +52.1% | +155.5% | -103.3% | -43.5% |
| 5Y | +14.6% | +116.4% | -101.8% | -48.7% |
| 10Y | +230.9% | +421.4% | -190.5% | -27.9% |
| All | +230.9% | +418.9% | -188.0% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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