+1,761.3%
QCOM vs WCC
+1,412.6%
+348.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.4% | +4.9% |
| 7D | +0.4% | -14.7% | +15.1% | +4.8% |
| 30D | -6.6% | -20.1% | +13.4% | -0.7% |
| 3M | +3.7% | -21.2% | +24.9% | +10.4% |
| 6M | -13.3% | -19.2% | +5.8% | -8.2% |
| YTD | -1.8% | +20.2% | -22.0% | -7.3% |
| 1Y | -2.5% | +14.5% | -17.0% | -6.8% |
| 3Y | +47.0% | +115.1% | -68.2% | +15.0% |
| 5Y | +13.1% | +121.5% | -108.4% | -13.6% |
| 10Y | +224.7% | +468.1% | -243.4% | +79.7% |
| All | +1,761.3% | +1,412.6% | +348.7% | +508.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling