+230.9%
QCOM vs NWSA
+159.6%
+71.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.3% |
| 7D | +5.8% | -10.5% | +16.3% | +11.6% |
| 30D | -2.3% | -8.8% | +6.5% | +2.1% |
| 3M | +2.7% | -6.5% | +9.2% | +5.6% |
| 6M | -21.0% | -1.3% | -19.7% | -22.0% |
| YTD | +1.8% | +2.5% | -0.7% | -1.8% |
| 1Y | +2.4% | +0.2% | +2.2% | -0.1% |
| 3Y | +52.1% | +27.6% | +24.5% | +31.6% |
| 5Y | +14.6% | +17.0% | -2.3% | +1.1% |
| 10Y | +230.9% | +148.3% | +82.5% | +99.5% |
| All | +230.9% | +159.6% | +71.3% | +99.5% |
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