+2.0%
QCOM vs EWT
+60.0%
-58.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.1% | -3.0% |
| 7D | +2.0% | +3.2% | -1.3% | -1.0% |
| 30D | +1.2% | -12.3% | +13.5% | +12.9% |
| 3M | +9.1% | -3.6% | +12.7% | +11.6% |
| 6M | -25.0% | +3.1% | -28.1% | -27.4% |
| YTD | +4.8% | +57.7% | -52.9% | -23.7% |
| All | +2.0% | +60.0% | -58.0% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling