+230.9%
QCOM vs WFC
+142.4%
+88.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.8% | +2.9% |
| 7D | +5.8% | +0.1% | +5.7% | +5.9% |
| 30D | -2.3% | +2.9% | -5.2% | -3.4% |
| 3M | +2.7% | -1.4% | +4.1% | +3.3% |
| 6M | -21.0% | +14.3% | -35.4% | -25.7% |
| YTD | +1.8% | -6.2% | +8.0% | +3.6% |
| 1Y | +2.4% | +1.6% | +0.8% | +0.7% |
| 3Y | +52.1% | +126.9% | -74.8% | +5.1% |
| 5Y | +14.6% | +94.0% | -79.3% | -16.6% |
| 10Y | +230.9% | +134.0% | +96.8% | +137.0% |
| All | +230.9% | +142.4% | +88.4% | +137.0% |
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