+19.7%
QCOM vs WING
-2.2%
+21.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.2% |
| 7D | +13.0% | -3.9% | +16.9% | +13.8% |
| 30D | +0.2% | +26.6% | -26.5% | -5.1% |
| 3M | +9.2% | +42.5% | -33.3% | +0.1% |
| 6M | -15.0% | +29.4% | -44.4% | -21.3% |
| YTD | +5.2% | -32.8% | +38.0% | +11.1% |
| 1Y | +2.4% | -33.5% | +35.8% | +8.0% |
| 3Y | +52.0% | -23.4% | +75.3% | +43.5% |
| 5Y | +19.7% | -0.4% | +20.2% | +4.9% |
| All | +19.7% | -2.2% | +21.9% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling