+254.0%
QCOM vs WAT
+161.1%
+93.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +3.3% | -1.3% | +4.6% | +3.9% |
| 30D | +7.7% | +2.3% | +5.4% | +6.6% |
| 3M | -30.1% | +8.7% | -38.8% | -32.7% |
| 6M | +22.8% | +28.3% | -5.5% | +9.6% |
| YTD | +0.2% | +7.8% | -7.6% | -4.5% |
| 1Y | +7.9% | +36.6% | -28.7% | -7.9% |
| 3Y | +55.8% | +45.7% | +10.1% | +23.6% |
| 5Y | +30.1% | -3.3% | +33.4% | +22.0% |
| All | +254.0% | +161.1% | +93.0% | +119.4% |
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