+47.0%
QCOM vs GWW
+92.7%
-45.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.3% | +5.8% |
| 7D | +0.4% | +6.0% | -5.6% | -1.9% |
| 30D | -6.6% | +14.0% | -20.6% | -11.4% |
| 3M | +3.7% | +12.5% | -8.9% | -1.5% |
| 6M | -13.3% | +23.6% | -37.0% | -21.7% |
| YTD | -1.8% | +43.6% | -45.4% | -18.4% |
| 1Y | -2.5% | +52.5% | -55.0% | -21.7% |
| 3Y | +47.0% | +92.6% | -45.6% | +2.8% |
| All | +47.0% | +92.7% | -45.8% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling