+17.2%
QCOM vs WCC
+144.0%
-126.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +13.0% | +14.2% | -1.2% | +6.1% |
| 30D | +0.2% | -9.8% | +10.0% | +4.5% |
| 3M | +9.2% | -10.1% | +19.3% | +13.6% |
| 6M | -15.0% | -9.4% | -5.6% | -12.1% |
| YTD | +5.2% | +34.4% | -29.2% | -10.1% |
| 1Y | +2.4% | +23.3% | -20.9% | -9.1% |
| 3Y | +52.0% | +137.9% | -86.0% | -8.2% |
| All | +17.2% | +144.0% | -126.8% | -36.4% |
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