+242.6%
QCOM vs EWT
+448.9%
-206.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.8% |
| 7D | +4.3% | +9.1% | -4.9% | -4.9% |
| 30D | -0.1% | -12.2% | +12.1% | +12.8% |
| 3M | +5.2% | -9.4% | +14.6% | +14.6% |
| 6M | -18.4% | +2.7% | -21.0% | -22.2% |
| YTD | +2.4% | +53.3% | -50.9% | -35.1% |
| 1Y | +0.9% | +59.2% | -58.3% | -38.5% |
| 3Y | +48.4% | +157.1% | -108.7% | -45.4% |
| 5Y | +16.6% | +119.6% | -103.0% | -48.8% |
| All | +242.6% | +448.9% | -206.3% | -29.5% |
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