-2.5%
QCOM vs WFC
-0.7%
-1.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.7% |
| 7D | +0.4% | +1.2% | -0.9% | +0.3% |
| 30D | -6.6% | +5.2% | -11.8% | -7.6% |
| 3M | +3.7% | -3.0% | +6.7% | +4.6% |
| 6M | -13.3% | +6.2% | -19.5% | -13.9% |
| YTD | -1.8% | -7.9% | +6.1% | +4.6% |
| 1Y | -2.5% | +0.3% | -2.8% | -4.9% |
| All | -2.5% | -0.7% | -1.8% | -4.9% |
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