+216.5%
QCOM vs WAT
+227.3%
-10.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.1% |
| 7D | +0.4% | -1.1% | +1.5% | +1.0% |
| 30D | -6.6% | +5.0% | -11.6% | -8.3% |
| 3M | +3.7% | +14.5% | -10.8% | -2.1% |
| 6M | -13.3% | +30.9% | -44.2% | -23.2% |
| YTD | -1.8% | +20.5% | -22.3% | -10.7% |
| 1Y | -2.5% | +23.3% | -25.8% | -12.3% |
| 3Y | +47.0% | +81.5% | -34.5% | +5.5% |
| 5Y | +13.1% | +33.4% | -20.3% | -7.7% |
| All | +216.5% | +227.3% | -10.8% | +87.7% |
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