+216.5%
QCOM vs WFC
+143.9%
+72.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.7% |
| 7D | +0.4% | +1.2% | -0.9% | 0.0% |
| 30D | -6.6% | +5.2% | -11.8% | -8.5% |
| 3M | +3.7% | -3.0% | +6.7% | +5.0% |
| 6M | -13.3% | +6.2% | -19.5% | -16.0% |
| YTD | -1.8% | -7.9% | +6.1% | +0.7% |
| 1Y | -2.5% | +0.3% | -2.8% | -3.6% |
| 3Y | +47.0% | +117.7% | -70.8% | +3.5% |
| 5Y | +13.1% | +88.4% | -75.2% | -16.7% |
| All | +216.5% | +143.9% | +72.6% | +132.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling