+2.3%
QCOM vs WAB
+46.5%
-44.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.2% | +4.7% |
| 7D | -5.3% | +4.5% | -9.9% | -7.5% |
| 30D | -4.2% | +1.1% | -5.3% | -4.7% |
| 3M | +7.0% | -1.3% | +8.3% | +7.6% |
| 6M | +3.8% | +12.7% | -8.9% | -3.5% |
| YTD | +2.8% | +38.7% | -35.8% | -16.2% |
| 1Y | +2.3% | +44.9% | -42.7% | -19.7% |
| All | +2.3% | +46.5% | -44.3% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling