+54.3%
QCOM vs WFC
+132.3%
-78.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +3.3% | +3.8% | -0.5% | +1.7% |
| 30D | +7.7% | +1.5% | +6.2% | +7.0% |
| 3M | -30.1% | +10.9% | -40.9% | -33.2% |
| 6M | +22.8% | +8.4% | +14.4% | +18.0% |
| YTD | +0.2% | -1.9% | +2.1% | +0.7% |
| 1Y | +7.9% | +12.3% | -4.5% | +1.3% |
| All | +54.3% | +132.3% | -78.1% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling