+230.9%
QCOM vs W
+268.4%
-37.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +2.8% |
| 7D | +5.8% | +3.3% | +2.5% | +5.2% |
| 30D | -2.3% | +10.5% | -12.8% | -3.9% |
| 3M | +2.7% | +9.6% | -6.9% | +0.9% |
| 6M | -21.0% | +76.4% | -97.4% | -29.6% |
| YTD | +1.8% | +16.4% | -14.6% | -3.7% |
| 1Y | +2.4% | +9.3% | -6.9% | -2.5% |
| 3Y | +52.1% | +172.8% | -120.7% | +14.1% |
| 5Y | +14.6% | -53.4% | +68.0% | +1.2% |
| 10Y | +230.9% | +243.6% | -12.8% | +97.4% |
| All | +230.9% | +268.4% | -37.6% | +97.4% |
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