+716.7%
QCOM vs WBD
+216.7%
+500.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.8% |
| 7D | +0.6% | +6.7% | -6.1% | -1.2% |
| 30D | +6.6% | +19.3% | -12.7% | +1.3% |
| 3M | +23.2% | +78.9% | -55.7% | +2.5% |
| 6M | +30.4% | +171.9% | -141.5% | -4.2% |
| YTD | +19.0% | +115.3% | -96.3% | -7.2% |
| 1Y | +10.8% | +177.2% | -166.5% | -20.3% |
| 3Y | +80.5% | +118.2% | -37.7% | +29.7% |
| 5Y | +37.5% | +6.2% | +31.3% | +5.8% |
| 10Y | +368.6% | -22.9% | +391.5% | +273.7% |
| All | +716.7% | +216.7% | +500.1% | +240.5% |
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