+290.4%
QCOM vs NWSA
+127.4%
+163.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.9% |
| 7D | +3.3% | -1.9% | +5.2% | +4.2% |
| 30D | +7.7% | +4.6% | +3.1% | +5.3% |
| 3M | -30.1% | +13.2% | -43.3% | -34.6% |
| 6M | +22.8% | +27.0% | -4.2% | +8.3% |
| YTD | +0.2% | +16.8% | -16.6% | -8.3% |
| 1Y | +7.9% | +4.5% | +3.3% | +3.6% |
| 3Y | +55.8% | +46.2% | +9.6% | +28.8% |
| 5Y | +30.1% | +40.9% | -10.9% | +7.4% |
| 10Y | +248.9% | +145.1% | +103.8% | +115.4% |
| All | +290.4% | +127.4% | +163.0% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling