+717.2%
QCOM vs EWT
+452.2%
+265.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.9% | +1.6% | +3.1% |
| 7D | +0.4% | -11.7% | +12.1% | +8.6% |
| 30D | -6.6% | -23.2% | +16.6% | +10.4% |
| 3M | +3.7% | -12.5% | +16.2% | +12.7% |
| 6M | -13.3% | -5.9% | -7.4% | -9.5% |
| YTD | -1.8% | +40.5% | -42.3% | -20.2% |
| 1Y | -2.5% | +43.7% | -46.2% | -21.9% |
| 3Y | +47.0% | +136.6% | -89.7% | -12.0% |
| 5Y | +13.1% | +105.1% | -92.0% | -24.7% |
| 10Y | +224.7% | +387.0% | -162.3% | +37.0% |
| All | +717.2% | +452.2% | +265.0% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling