+245.8%
QCOM vs WAT
+230.7%
+15.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +2.2% |
| 7D | +2.0% | +0.7% | +1.2% | +1.8% |
| 30D | +1.2% | +9.0% | -7.8% | -2.2% |
| 3M | +9.1% | +13.5% | -4.3% | +3.4% |
| 6M | -25.0% | +35.3% | -60.3% | -34.5% |
| YTD | +4.8% | +24.0% | -19.1% | -5.9% |
| 1Y | +3.6% | +22.0% | -18.3% | -6.4% |
| 3Y | +51.5% | +84.0% | -32.5% | +8.1% |
| 5Y | +19.7% | +34.4% | -14.6% | -2.7% |
| 10Y | +245.8% | +231.4% | +14.4% | +101.3% |
| All | +245.8% | +230.7% | +15.1% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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