+254.0%
QCOM vs WCC
+498.7%
-244.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -1.4% |
| 7D | +3.3% | +4.5% | -1.1% | +1.6% |
| 30D | +7.7% | -5.8% | +13.5% | +9.9% |
| 3M | -30.1% | -3.7% | -26.4% | -29.3% |
| 6M | +22.8% | +23.1% | -0.2% | +13.1% |
| YTD | +0.2% | +44.2% | -44.0% | -13.6% |
| 1Y | +7.9% | +62.1% | -54.2% | -11.5% |
| 3Y | +55.8% | +121.1% | -65.3% | +8.9% |
| 5Y | +30.1% | +214.0% | -183.9% | -21.9% |
| All | +254.0% | +498.7% | -244.7% | +54.1% |
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