+7.9%
QCOM vs GWW
+31.2%
-23.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +3.3% | +1.4% | +1.9% | +2.9% |
| 30D | +7.7% | +3.3% | +4.4% | +6.6% |
| 3M | -30.1% | +2.9% | -33.0% | -30.9% |
| 6M | +22.8% | +15.8% | +7.1% | +15.6% |
| YTD | +0.2% | +32.0% | -31.8% | -11.8% |
| 1Y | +7.9% | +29.9% | -22.0% | -6.7% |
| All | +7.9% | +31.2% | -23.3% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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