+242.8%
QCOM vs WING
+675.9%
-433.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +2.2% |
| 7D | +5.5% | +5.0% | +0.6% | +4.3% |
| 30D | -1.1% | +38.7% | -39.8% | -9.1% |
| 3M | +7.6% | +44.7% | -37.1% | -3.1% |
| 6M | -20.1% | +31.5% | -51.6% | -27.1% |
| YTD | +3.0% | -28.4% | +31.5% | +7.3% |
| 1Y | +3.2% | -28.2% | +31.4% | +7.0% |
| 3Y | +48.9% | -18.4% | +67.3% | +39.2% |
| 5Y | +21.1% | +5.2% | +15.8% | -0.6% |
| 10Y | +242.8% | +699.8% | -457.1% | +72.6% |
| All | +242.8% | +675.9% | -433.1% | +72.6% |
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