+47.0%
QCOM vs WAB
+157.8%
-110.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +4.2% |
| 7D | +0.4% | +1.4% | -1.1% | -0.3% |
| 30D | -6.6% | +0.4% | -7.0% | -6.5% |
| 3M | +3.7% | -3.8% | +7.5% | +6.5% |
| 6M | -13.3% | +5.1% | -18.4% | -16.6% |
| YTD | -1.8% | +33.3% | -35.1% | -21.1% |
| 1Y | -2.5% | +39.8% | -42.3% | -24.5% |
| 3Y | +47.0% | +161.1% | -114.1% | -22.9% |
| All | +47.0% | +157.8% | -110.8% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling