+254.0%
QCOM vs WEC
+138.6%
+115.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +3.3% | -0.3% | +3.6% | +3.4% |
| 30D | +7.7% | -1.3% | +9.0% | +7.9% |
| 3M | -30.1% | -3.9% | -26.1% | -29.7% |
| 6M | +22.8% | -8.3% | +31.2% | +24.6% |
| YTD | +0.2% | +3.1% | -2.9% | -0.9% |
| 1Y | +7.9% | +1.9% | +5.9% | +6.8% |
| 3Y | +55.8% | +41.9% | +13.9% | +41.0% |
| 5Y | +30.1% | +30.8% | -0.7% | +19.4% |
| All | +254.0% | +138.6% | +115.5% | +187.8% |
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