+3.2%
QCOM vs WAB
+47.8%
-44.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.1% |
| 7D | +5.5% | +4.0% | +1.5% | +3.2% |
| 30D | -1.1% | +6.3% | -7.4% | -4.4% |
| 3M | +7.6% | +3.3% | +4.3% | +5.4% |
| 6M | -20.1% | +14.5% | -34.5% | -26.2% |
| YTD | +3.0% | +42.7% | -39.6% | -16.8% |
| 1Y | +3.2% | +45.2% | -41.9% | -17.9% |
| All | +3.2% | +47.8% | -44.5% | -17.9% |
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