+281.8%
QCOM vs NWSA
+144.0%
+137.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +4.4% | -3.1% | +7.4% | +5.8% |
| 30D | +9.4% | +4.3% | +5.1% | +7.1% |
| 3M | -13.7% | +9.2% | -22.9% | -18.2% |
| 6M | +28.9% | +21.6% | +7.3% | +15.1% |
| YTD | +4.7% | +14.2% | -9.5% | -3.7% |
| 1Y | +13.5% | +1.8% | +11.7% | +10.2% |
| 3Y | +77.1% | +44.4% | +32.6% | +45.1% |
| 5Y | +38.9% | +41.0% | -2.0% | +13.1% |
| 10Y | +281.8% | +150.0% | +131.7% | +129.9% |
| All | +281.8% | +144.0% | +137.8% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling