+11.2%
QCOM vs WING
+4.1%
+7.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +5.8% |
| 7D | +0.4% | +9.0% | -8.7% | -1.4% |
| 30D | -6.6% | +39.9% | -46.5% | -13.2% |
| 3M | +3.7% | +40.4% | -36.7% | -4.6% |
| 6M | -13.3% | +12.9% | -26.2% | -17.2% |
| YTD | -1.8% | -31.1% | +29.3% | +3.3% |
| 1Y | -2.5% | -32.7% | +30.2% | +2.8% |
| 3Y | +47.0% | -19.8% | +66.8% | +37.5% |
| All | +11.2% | +4.1% | +7.1% | -3.7% |
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 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