+50,186.6%
QCOM vs WFC
+5,422.5%
+44,764.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +3.3% | +3.8% | -0.5% | +2.0% |
| 30D | +7.7% | +1.5% | +6.2% | +7.1% |
| 3M | -30.1% | +10.9% | -40.9% | -32.8% |
| 6M | +22.8% | +8.4% | +14.4% | +18.5% |
| YTD | +0.2% | -1.9% | +2.1% | 0.0% |
| 1Y | +7.9% | +12.3% | -4.5% | +2.4% |
| 3Y | +55.8% | +132.3% | -76.5% | +13.0% |
| 5Y | +30.1% | +130.1% | -100.0% | -6.4% |
| 10Y | +248.9% | +134.4% | +114.5% | +134.2% |
| All | +50,186.6% | +5,422.5% | +44,764.1% | +3,669.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling