+48.4%
QCOM vs W
+161.9%
-113.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.2% |
| 3M | +5.2% | +10.7% | -5.4% | +3.0% |
| 6M | -18.4% | +86.3% | -104.7% | -28.4% |
| YTD | +2.4% | +11.5% | -9.1% | -2.5% |
| 1Y | +0.9% | +5.1% | -4.2% | -3.1% |
| 3Y | +48.4% | +171.0% | -122.6% | +7.7% |
| All | +48.4% | +161.9% | -113.5% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling