+254.0%
QCOM vs WING
+341.2%
-87.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +3.3% | -3.9% | +7.2% | +4.3% |
| 30D | +7.7% | -11.6% | +19.3% | +10.4% |
| 3M | -30.1% | -24.2% | -5.9% | -25.9% |
| 6M | +22.8% | -54.1% | +76.9% | +45.7% |
| YTD | +0.2% | -53.9% | +54.1% | +17.2% |
| 1Y | +7.9% | -64.4% | +72.2% | +33.9% |
| 3Y | +55.8% | -30.2% | +86.0% | +50.2% |
| 5Y | +30.1% | -34.1% | +64.2% | +20.7% |
| All | +254.0% | +341.2% | -87.1% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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