+245.8%
QCOM vs WCC
+453.1%
-207.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.6% | +0.4% |
| 7D | +2.0% | +3.3% | -1.4% | +0.7% |
| 30D | +1.2% | -9.4% | +10.7% | +4.8% |
| 3M | +9.1% | -10.5% | +19.6% | +13.1% |
| 6M | -25.0% | -10.4% | -14.6% | -22.3% |
| YTD | +4.8% | +34.4% | -29.6% | -7.7% |
| 1Y | +3.6% | +27.7% | -24.1% | -7.1% |
| 3Y | +51.5% | +137.9% | -86.5% | +2.4% |
| 5Y | +19.7% | +147.0% | -127.3% | -22.8% |
| 10Y | +245.8% | +442.5% | -196.7% | +61.0% |
| All | +245.8% | +453.1% | -207.3% | +61.0% |
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