+230.9%
QCOM vs WEC
+178.6%
+52.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.5% |
| 7D | +5.8% | +0.2% | +5.6% | +5.7% |
| 30D | -2.3% | +12.9% | -15.2% | -4.7% |
| 3M | +2.7% | +9.8% | -7.1% | +0.7% |
| 6M | -21.0% | +6.7% | -27.8% | -22.3% |
| YTD | +1.8% | +14.0% | -12.2% | -1.3% |
| 1Y | +2.4% | +7.3% | -4.9% | +0.5% |
| 3Y | +52.1% | +63.8% | -11.7% | +33.5% |
| 5Y | +14.6% | +54.8% | -40.1% | +1.3% |
| 10Y | +230.9% | +185.7% | +45.2% | +161.7% |
| All | +230.9% | +178.6% | +52.3% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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