+197.2%
QCOM vs W
+214.9%
-17.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -8.2% | -1.3% | -8.1% |
| 7D | -15.5% | -5.6% | -9.8% | -14.5% |
| 30D | -13.4% | +7.5% | -20.9% | -14.4% |
| 3M | 0.0% | +5.4% | -5.4% | -1.0% |
| 6M | -15.2% | +79.4% | -94.6% | -23.9% |
| YTD | -6.9% | +12.9% | -19.8% | -11.1% |
| 1Y | -11.0% | +12.4% | -23.4% | -15.3% |
| 3Y | +39.8% | +128.5% | -88.7% | +10.7% |
| 5Y | +7.2% | -54.0% | +61.1% | -4.6% |
| 10Y | +207.7% | +248.8% | -41.1% | +95.6% |
| All | +197.2% | +214.9% | -17.8% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling