+219.9%
QCOM vs W
+176.2%
+43.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.3% |
| 7D | +3.3% | -4.2% | +7.5% | +4.0% |
| 30D | +7.7% | -7.6% | +15.3% | +9.0% |
| 3M | -30.1% | +37.2% | -67.2% | -34.2% |
| 6M | +22.8% | +26.3% | -3.5% | +15.9% |
| YTD | +0.2% | -1.0% | +1.2% | -2.2% |
| 1Y | +7.9% | +20.1% | -12.2% | +0.7% |
| 3Y | +55.8% | +37.8% | +18.0% | +33.1% |
| 5Y | +30.1% | -63.7% | +93.7% | +19.6% |
| 10Y | +248.9% | +156.3% | +92.6% | +129.4% |
| All | +219.9% | +176.2% | +43.7% | +106.4% |
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 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