+30.9%
QCOM vs WING
-34.0%
+64.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +3.3% | -3.9% | +7.2% | +4.2% |
| 30D | +7.7% | -11.6% | +19.3% | +10.1% |
| 3M | -30.1% | -24.2% | -5.9% | -26.3% |
| 6M | +22.8% | -54.1% | +76.9% | +43.8% |
| YTD | +0.2% | -53.9% | +54.1% | +15.8% |
| 1Y | +7.9% | -64.4% | +72.2% | +32.0% |
| 3Y | +55.8% | -30.2% | +86.0% | +47.2% |
| All | +30.9% | -34.0% | +64.8% | +20.0% |
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