+254.0%
QCOM vs WAB
+288.1%
-34.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +3.3% | -3.2% | +6.5% | +4.9% |
| 30D | +7.7% | -4.4% | +12.1% | +9.9% |
| 3M | -30.1% | +7.9% | -37.9% | -32.7% |
| 6M | +22.8% | +8.7% | +14.1% | +17.6% |
| YTD | +0.2% | +33.0% | -32.8% | -12.9% |
| 1Y | +7.9% | +46.7% | -38.8% | -10.4% |
| 3Y | +55.8% | +153.0% | -97.2% | +2.0% |
| 5Y | +30.1% | +222.3% | -192.2% | -22.7% |
| All | +254.0% | +288.1% | -34.1% | +76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling