+251.9%
QCOM vs WFC
+117.1%
+134.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +13.0% | +1.7% | +11.3% | +12.2% |
| 30D | +0.2% | +6.8% | -6.7% | -2.5% |
| 3M | +9.2% | -3.0% | +12.2% | +10.6% |
| 6M | -15.0% | +15.4% | -30.4% | -20.2% |
| YTD | +5.2% | -5.9% | +11.1% | +6.9% |
| 1Y | +2.4% | +1.7% | +0.7% | +0.6% |
| 3Y | +52.0% | +124.9% | -72.9% | +4.9% |
| 5Y | +19.7% | +90.5% | -70.7% | -12.7% |
| All | +251.9% | +117.1% | +134.9% | +141.3% |
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