+17.0%
QCOM vs WETO
-99.4%
+116.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.2% |
| 7D | +5.1% | -57.2% | +62.3% | +4.7% |
| 30D | +4.3% | -48.8% | +53.1% | +4.1% |
| 3M | -19.6% | -97.7% | +78.0% | -16.3% |
| 6M | +29.5% | -94.3% | +123.8% | +32.3% |
| YTD | +3.4% | -97.0% | +100.4% | +5.7% |
| 1Y | +10.9% | -98.9% | +109.8% | +12.7% |
| All | +17.0% | -99.4% | +116.4% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling