+251.9%
QCOM vs WCN
+322.0%
-70.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +13.0% | +1.2% | +11.8% | +12.4% |
| 30D | +0.2% | +26.4% | -26.3% | -10.8% |
| 3M | +9.2% | +17.5% | -8.3% | +0.6% |
| 6M | -15.0% | +28.7% | -43.7% | -26.4% |
| YTD | +5.2% | +11.5% | -6.3% | -2.4% |
| 1Y | +2.4% | +15.9% | -13.5% | -7.3% |
| 3Y | +52.0% | +51.6% | +0.4% | +13.6% |
| 5Y | +19.7% | +47.9% | -28.2% | -10.9% |
| All | +251.9% | +322.0% | -70.0% | +54.0% |
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