+30.9%
QCOM vs WCC
+216.1%
-185.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -1.7% |
| 7D | +3.3% | +4.5% | -1.1% | +1.2% |
| 30D | +7.7% | -5.8% | +13.5% | +10.3% |
| 3M | -30.1% | -3.7% | -26.4% | -29.2% |
| 6M | +22.8% | +23.1% | -0.2% | +11.2% |
| YTD | +0.2% | +44.2% | -44.0% | -16.2% |
| 1Y | +7.9% | +62.1% | -54.2% | -15.1% |
| 3Y | +55.8% | +121.1% | -65.3% | -0.8% |
| All | +30.9% | +216.1% | -185.2% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling