+23.7%
QCOM vs SW
-0.1%
+23.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.1% | +1.3% | +4.5% |
| 7D | -5.3% | +12.1% | -17.4% | -7.4% |
| 30D | -4.2% | +6.6% | -10.8% | -5.4% |
| 3M | +7.0% | -6.0% | +13.1% | +8.2% |
| 6M | +3.8% | +21.5% | -17.7% | 0.0% |
| YTD | +2.8% | +20.3% | -17.5% | -1.3% |
| 1Y | +2.3% | +28.1% | -25.9% | -2.9% |
| 3Y | +54.4% | +51.6% | +2.8% | +45.3% |
| 5Y | +23.7% | -0.1% | +23.8% | +24.5% |
| All | +23.7% | -0.1% | +23.8% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling