+242.8%
QCOM vs W
+228.8%
+14.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +1.9% |
| 7D | +5.5% | +1.1% | +4.5% | +5.4% |
| 30D | -1.1% | +6.4% | -7.5% | -2.1% |
| 3M | +7.6% | +9.0% | -1.4% | +5.7% |
| 6M | -20.1% | +69.8% | -89.9% | -28.3% |
| YTD | +3.0% | +12.1% | -9.0% | -1.9% |
| 1Y | +3.2% | 0.0% | +3.2% | -0.1% |
| 3Y | +48.9% | +160.3% | -111.5% | +12.5% |
| 5Y | +21.1% | -53.3% | +74.4% | +6.9% |
| 10Y | +242.8% | +217.0% | +25.8% | +102.5% |
| All | +242.8% | +228.8% | +14.0% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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