+263.7%
QCOM vs WBD
+12.5%
+251.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.6% | +3.3% |
| 7D | +5.1% | -0.7% | +5.8% | +5.2% |
| 30D | +4.3% | +5.0% | -0.7% | +3.1% |
| 3M | -19.6% | +6.2% | -25.9% | -20.8% |
| 6M | +29.5% | +0.6% | +28.9% | +29.2% |
| YTD | +3.4% | -2.4% | +5.8% | +3.8% |
| 1Y | +10.9% | +127.7% | -116.8% | -9.0% |
| 3Y | +74.8% | +148.4% | -73.6% | +33.6% |
| 5Y | +36.2% | +4.2% | +32.0% | +19.6% |
| 10Y | +263.7% | +10.8% | +252.9% | +178.5% |
| All | +263.7% | +12.5% | +251.3% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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