+19.7%
QCOM vs W
-52.8%
+72.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.4% |
| 7D | +2.0% | -7.4% | +9.3% | +3.6% |
| 30D | +1.2% | +7.8% | -6.6% | -0.2% |
| 3M | +9.1% | +10.9% | -1.8% | +6.7% |
| 6M | -25.0% | +86.4% | -111.4% | -34.4% |
| YTD | +4.8% | +14.0% | -9.1% | -0.9% |
| 1Y | +3.6% | +3.5% | +0.1% | -0.6% |
| 3Y | +51.5% | +164.8% | -113.3% | +9.8% |
| 5Y | +19.7% | -53.1% | +72.8% | +9.1% |
| All | +19.7% | -52.8% | +72.6% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling