+242.6%
QCOM vs WCC
+431.3%
-188.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -1.0% | -2.0% |
| 7D | +4.3% | +9.9% | -5.7% | +0.4% |
| 30D | -0.1% | -8.4% | +8.4% | +3.0% |
| 3M | +5.2% | -10.3% | +15.6% | +9.0% |
| 6M | -18.4% | -10.5% | -7.9% | -15.5% |
| YTD | +2.4% | +32.2% | -29.8% | -9.3% |
| 1Y | +0.9% | +25.5% | -24.6% | -8.9% |
| 3Y | +48.4% | +134.7% | -86.3% | +0.9% |
| 5Y | +16.6% | +139.9% | -123.3% | -24.0% |
| All | +242.6% | +431.3% | -188.7% | +58.2% |
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