+1,798.8%
QCOM vs WCC
+1,713.7%
+85.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -1.0% |
| 7D | +3.3% | +4.5% | -1.1% | +2.0% |
| 30D | +7.7% | -5.8% | +13.5% | +9.3% |
| 3M | -30.1% | -3.7% | -26.4% | -29.5% |
| 6M | +22.8% | +23.1% | -0.2% | +15.7% |
| YTD | +0.2% | +44.2% | -44.0% | -10.0% |
| 1Y | +7.9% | +62.1% | -54.2% | -6.6% |
| 3Y | +55.8% | +121.1% | -65.3% | +20.7% |
| 5Y | +30.1% | +214.0% | -183.9% | -9.5% |
| 10Y | +248.9% | +472.8% | -223.9% | +90.9% |
| All | +1,798.8% | +1,713.7% | +85.1% | +490.9% |
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 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