+13,211.2%
QCOM vs WAB
+4,092.2%
+9,118.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +3.3% | -3.2% | +6.5% | +4.5% |
| 30D | +7.7% | -4.4% | +12.1% | +9.3% |
| 3M | -30.1% | +7.9% | -37.9% | -32.0% |
| 6M | +22.8% | +8.7% | +14.1% | +19.0% |
| YTD | +0.2% | +33.0% | -32.8% | -9.7% |
| 1Y | +7.9% | +46.7% | -38.8% | -6.0% |
| 3Y | +55.8% | +153.0% | -97.2% | +12.9% |
| 5Y | +30.1% | +222.3% | -192.2% | -12.7% |
| 10Y | +248.9% | +291.0% | -42.1% | +105.0% |
| All | +13,211.2% | +4,092.2% | +9,118.9% | +3,084.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling