-13.3%
QCOM vs WING
+9.0%
-22.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +5.6% |
| 7D | +0.4% | +9.0% | -8.7% | +0.3% |
| 30D | -6.6% | +39.9% | -46.5% | -7.5% |
| 3M | +3.7% | +40.4% | -36.7% | +2.6% |
| 6M | -13.3% | +12.9% | -26.2% | -12.1% |
| All | -13.3% | +9.0% | -22.3% | -12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling