+216.5%
QCOM vs WING
+679.4%
-462.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +5.9% |
| 7D | +0.4% | +9.0% | -8.7% | -1.8% |
| 30D | -6.6% | +39.9% | -46.5% | -14.3% |
| 3M | +3.7% | +40.4% | -36.7% | -5.9% |
| 6M | -13.3% | +12.9% | -26.2% | -18.0% |
| YTD | -1.8% | -31.1% | +29.3% | +3.2% |
| 1Y | -2.5% | -32.7% | +30.2% | +2.7% |
| 3Y | +47.0% | -19.8% | +66.8% | +37.9% |
| 5Y | +13.1% | +4.0% | +9.1% | -7.0% |
| All | +216.5% | +679.4% | -462.9% | +59.6% |
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