+0.9%
QCOM vs W
+0.7%
+0.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | +4.3% | +0.2% | +4.1% | +4.2% |
| 30D | -0.1% | +6.8% | -6.9% | -0.7% |
| 3M | +5.2% | +10.7% | -5.4% | +4.0% |
| 6M | -18.4% | +86.3% | -104.7% | -22.2% |
| YTD | +2.4% | +11.5% | -9.1% | -0.8% |
| 1Y | +0.9% | +5.1% | -4.2% | -2.3% |
| All | +0.9% | +0.7% | +0.2% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling