+733.6%
QCOM vs EWT
+594.1%
+139.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -1.1% |
| 7D | +3.3% | +4.0% | -0.6% | +0.8% |
| 30D | +7.7% | +10.3% | -2.6% | +1.2% |
| 3M | -30.1% | +6.1% | -36.1% | -32.4% |
| 6M | +22.8% | +56.6% | -33.8% | -6.7% |
| YTD | +0.2% | +76.6% | -76.4% | -29.5% |
| 1Y | +7.9% | +97.9% | -90.0% | -29.1% |
| 3Y | +55.8% | +198.0% | -142.2% | -19.2% |
| 5Y | +30.1% | +151.8% | -121.7% | -24.0% |
| 10Y | +248.9% | +514.1% | -265.2% | +27.0% |
| All | +733.6% | +594.1% | +139.5% | +115.3% |
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