+7.9%
QCOM vs WFC
+13.8%
-6.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +3.3% | +3.8% | -0.5% | +2.4% |
| 30D | +7.7% | +1.5% | +6.2% | +7.3% |
| 3M | -30.1% | +10.9% | -40.9% | -31.8% |
| 6M | +22.8% | +8.4% | +14.4% | +21.1% |
| YTD | +0.2% | -1.9% | +2.1% | +3.1% |
| 1Y | +7.9% | +12.3% | -4.5% | +4.5% |
| All | +7.9% | +13.8% | -6.0% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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