+39.3%
QCOM vs WCC
+106.2%
-66.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -9.6% | +0.1% | -5.2% |
| 7D | -15.5% | -21.9% | +6.4% | -5.8% |
| 30D | -13.4% | -25.4% | +12.0% | -1.7% |
| 3M | 0.0% | -23.1% | +23.1% | +11.5% |
| 6M | -15.2% | -18.1% | +2.8% | -8.1% |
| YTD | -6.9% | +17.7% | -24.6% | -14.2% |
| 1Y | -11.0% | +12.4% | -23.3% | -16.4% |
| All | +39.3% | +106.2% | -66.9% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling