-13.3%
QCOM vs GWW
+26.2%
-39.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.3% | +5.7% |
| 7D | +0.4% | +6.0% | -5.6% | 0.0% |
| 30D | -6.6% | +14.0% | -20.6% | -6.9% |
| 3M | +3.7% | +12.5% | -8.9% | +3.1% |
| 6M | -13.3% | +23.6% | -37.0% | -14.2% |
| All | -13.3% | +26.2% | -39.6% | -14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling