+7.9%
QCOM vs WETO
-98.9%
+106.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -20.8% | +20.9% | 0.0% |
| 7D | +3.3% | -55.4% | +58.8% | +3.0% |
| 30D | +7.7% | -48.5% | +56.2% | +7.5% |
| 3M | -30.1% | -97.5% | +67.4% | -25.9% |
| 6M | +22.8% | -94.2% | +117.0% | +25.4% |
| YTD | +0.2% | -97.0% | +97.2% | +3.5% |
| 1Y | +7.9% | -98.9% | +106.8% | +7.1% |
| All | +7.9% | -98.9% | +106.7% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling