+11.2%
QCOM vs WCC
+117.0%
-105.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.4% | +4.5% |
| 7D | +0.4% | -14.7% | +15.1% | +7.6% |
| 30D | -6.6% | -20.1% | +13.4% | +3.2% |
| 3M | +3.7% | -21.2% | +24.9% | +14.7% |
| 6M | -13.3% | -19.2% | +5.8% | -5.3% |
| YTD | -1.8% | +20.2% | -22.0% | -11.4% |
| 1Y | -2.5% | +14.5% | -17.0% | -10.2% |
| 3Y | +47.0% | +115.1% | -68.2% | -6.8% |
| All | +11.2% | +117.0% | -105.8% | -36.7% |
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