+51,614.1%
QCOM vs GWW
+11,255.3%
+40,358.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.4% |
| 7D | +5.5% | +5.5% | 0.0% | +3.2% |
| 30D | -1.1% | +14.4% | -15.5% | -6.6% |
| 3M | +7.6% | +13.7% | -6.1% | +1.6% |
| 6M | -20.1% | +20.1% | -40.1% | -26.6% |
| YTD | +3.0% | +47.1% | -44.0% | -13.8% |
| 1Y | +3.2% | +56.2% | -53.0% | -15.9% |
| 3Y | +48.9% | +90.5% | -41.6% | +10.3% |
| 5Y | +21.1% | +221.2% | -200.2% | -29.5% |
| 10Y | +242.8% | +648.4% | -405.6% | +30.9% |
| All | +51,614.1% | +11,255.3% | +40,358.8% | +5,718.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling