+682.8%
QCOM vs WBD
+293.1%
+389.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +3.3% | -1.8% | +5.1% | +3.8% |
| 30D | +7.7% | +8.8% | -1.1% | +5.2% |
| 3M | -30.1% | +4.6% | -34.7% | -31.0% |
| 6M | +22.8% | +1.1% | +21.8% | +22.4% |
| YTD | +0.2% | -2.0% | +2.2% | +0.6% |
| 1Y | +7.9% | +140.0% | -132.2% | -17.3% |
| 3Y | +55.8% | +144.4% | -88.6% | +11.3% |
| 5Y | +30.1% | -0.2% | +30.3% | +12.9% |
| 10Y | +248.9% | +9.1% | +239.8% | +151.3% |
| All | +682.8% | +293.1% | +389.7% | +206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling