+36.2%
QCOM vs GWW
+222.6%
-186.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.7% | +5.8% | +4.4% |
| 7D | +5.1% | -1.5% | +6.6% | +5.7% |
| 30D | +4.3% | +1.1% | +3.2% | +3.6% |
| 3M | -19.6% | -1.0% | -18.6% | -19.6% |
| 6M | +29.5% | +16.3% | +13.2% | +19.5% |
| YTD | +3.4% | +28.5% | -25.1% | -9.6% |
| 1Y | +10.9% | +30.3% | -19.4% | -3.8% |
| 3Y | +74.8% | +91.6% | -16.8% | +24.1% |
| 5Y | +36.2% | +224.0% | -187.8% | -26.1% |
| All | +36.2% | +222.6% | -186.4% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling