+69.0%
QCOM vs EWT
+202.3%
-133.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -1.6% |
| 7D | +3.3% | +4.0% | -0.6% | -0.5% |
| 30D | +7.7% | +10.3% | -2.6% | -2.0% |
| 3M | -30.1% | +6.1% | -36.1% | -33.8% |
| 6M | +22.8% | +56.6% | -33.8% | -19.0% |
| YTD | +0.2% | +76.6% | -76.4% | -41.6% |
| 1Y | +7.9% | +97.9% | -90.0% | -43.8% |
| All | +69.0% | +202.3% | -133.4% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling