+263.7%
QCOM vs EWT
+493.5%
-229.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.7% | +3.7% |
| 7D | +5.1% | +1.6% | +3.4% | +3.3% |
| 30D | +4.3% | +8.2% | -3.9% | -3.8% |
| 3M | -19.6% | +11.1% | -30.7% | -28.0% |
| 6M | +29.5% | +60.4% | -31.0% | -19.5% |
| YTD | +3.4% | +75.6% | -72.2% | -41.7% |
| 1Y | +10.9% | +91.3% | -80.4% | -42.6% |
| 3Y | +74.8% | +200.3% | -125.5% | -43.3% |
| 5Y | +36.2% | +156.4% | -120.2% | -47.5% |
| 10Y | +263.7% | +495.8% | -232.1% | -28.0% |
| All | +263.7% | +493.5% | -229.8% | -28.0% |
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