+230.9%
QCOM vs WCC
+492.1%
-261.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.5% | +0.5% |
| 7D | +5.8% | -5.7% | +11.5% | +7.8% |
| 30D | -2.3% | -13.5% | +11.2% | +3.0% |
| 3M | +2.7% | -12.9% | +15.6% | +7.5% |
| 6M | -21.0% | -10.7% | -10.3% | -18.0% |
| YTD | +1.8% | +30.0% | -28.2% | -9.2% |
| 1Y | +2.4% | +24.7% | -22.3% | -7.3% |
| 3Y | +52.1% | +136.6% | -84.4% | +3.4% |
| 5Y | +14.6% | +143.9% | -129.3% | -25.4% |
| 10Y | +230.9% | +465.9% | -235.1% | +62.5% |
| All | +230.9% | +492.1% | -261.2% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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