+250.3%
QCOM vs SW
+147.8%
+102.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +3.3% | -5.1% | +8.4% | +4.0% |
| 30D | +7.7% | -4.6% | +12.3% | +8.3% |
| 3M | -30.1% | +9.4% | -39.4% | -31.0% |
| 6M | +22.8% | +3.5% | +19.3% | +21.8% |
| YTD | +0.2% | +22.0% | -21.8% | -2.7% |
| 1Y | +7.9% | +2.2% | +5.6% | +6.7% |
| 3Y | +55.8% | +19.6% | +36.2% | +51.1% |
| 5Y | +30.1% | -2.3% | +32.4% | +25.8% |
| All | +250.3% | +147.8% | +102.5% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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