+3.2%
QCOM vs WAT
+26.7%
-23.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +5.5% | +3.4% | +2.1% | +4.0% |
| 30D | -1.1% | +9.6% | -10.7% | -4.7% |
| 3M | +7.6% | +15.5% | -7.9% | +1.1% |
| 6M | -20.1% | +33.9% | -54.0% | -29.7% |
| YTD | +3.0% | +25.2% | -22.2% | -12.5% |
| 1Y | +3.2% | +26.3% | -23.0% | -12.1% |
| All | +3.2% | +26.7% | -23.4% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling