+240.0%
QCOM vs SW
+189.7%
+50.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.1% | +1.3% | +4.8% |
| 7D | -5.3% | +12.1% | -17.4% | -6.8% |
| 30D | -4.2% | +6.6% | -10.8% | -5.1% |
| 3M | +7.0% | -6.0% | +13.1% | +7.8% |
| 6M | +3.8% | +21.5% | -17.7% | +1.2% |
| YTD | +2.8% | +20.3% | -17.5% | 0.0% |
| 1Y | +2.3% | +28.1% | -25.9% | -1.3% |
| 3Y | +54.4% | +51.6% | +2.8% | +47.4% |
| 5Y | +23.7% | -0.1% | +23.8% | +19.6% |
| 10Y | +240.0% | +189.7% | +50.2% | +203.5% |
| All | +240.0% | +189.7% | +50.2% | +203.5% |
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