+18.9%
QCOM vs WETO
-99.4%
+118.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.1% | -6.8% | +0.3% |
| 7D | +4.9% | -19.9% | +24.8% | +4.8% |
| 30D | +9.3% | -42.7% | +52.0% | +9.2% |
| 3M | -7.0% | -97.7% | +90.7% | -3.0% |
| 6M | +32.0% | -94.4% | +126.5% | +34.9% |
| YTD | +5.0% | -97.0% | +102.0% | +7.4% |
| 1Y | +13.6% | -98.9% | +112.5% | +15.4% |
| All | +18.9% | -99.4% | +118.3% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling