+263.7%
QCOM vs WCN
+239.1%
+24.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.7% |
| 7D | +5.1% | -0.4% | +5.5% | +5.2% |
| 30D | +4.3% | -2.1% | +6.4% | +5.3% |
| 3M | -19.6% | +6.4% | -26.0% | -23.1% |
| 6M | +29.5% | -3.7% | +33.2% | +29.6% |
| YTD | +3.4% | -6.4% | +9.7% | +4.8% |
| 1Y | +10.9% | -7.9% | +18.8% | +13.0% |
| 3Y | +74.8% | +20.8% | +54.0% | +47.4% |
| 5Y | +36.2% | +29.0% | +7.2% | +8.0% |
| 10Y | +263.7% | +236.4% | +27.4% | +88.8% |
| All | +263.7% | +239.1% | +24.6% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling