+213.6%
QCOM vs W
+210.4%
+3.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +7.0% | +5.8% |
| 7D | +0.4% | -3.6% | +4.0% | +1.0% |
| 30D | -6.6% | +7.0% | -13.6% | -7.6% |
| 3M | +3.7% | +7.4% | -3.7% | +2.3% |
| 6M | -13.3% | +69.3% | -82.6% | -21.5% |
| YTD | -1.8% | +11.3% | -13.1% | -6.0% |
| 1Y | -2.5% | +13.2% | -15.7% | -7.4% |
| 3Y | +47.0% | +142.0% | -95.1% | +15.4% |
| 5Y | +13.1% | -54.6% | +67.7% | +0.9% |
| 10Y | +224.7% | +243.7% | -19.0% | +106.9% |
| All | +213.6% | +210.4% | +3.2% | +98.4% |
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