+242.8%
QCOM vs WAB
+288.7%
-46.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.3% |
| 7D | +5.5% | +4.0% | +1.5% | +3.8% |
| 30D | -1.1% | +6.3% | -7.4% | -3.8% |
| 3M | +7.6% | +3.3% | +4.3% | +6.0% |
| 6M | -20.1% | +14.5% | -34.5% | -25.1% |
| YTD | +3.0% | +42.7% | -39.6% | -13.3% |
| 1Y | +3.2% | +45.2% | -41.9% | -13.9% |
| 3Y | +48.9% | +173.8% | -124.9% | -6.3% |
| 5Y | +21.1% | +223.8% | -202.7% | -29.1% |
| 10Y | +242.8% | +280.5% | -37.7% | +67.3% |
| All | +242.8% | +288.7% | -46.0% | +67.3% |
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