+230.9%
QCOM vs WM
+337.2%
-106.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | +5.8% | -0.5% | +6.3% | +5.9% |
| 30D | -2.3% | +13.3% | -15.6% | -7.4% |
| 3M | +2.7% | +4.4% | -1.7% | +0.5% |
| 6M | -21.0% | +10.8% | -31.8% | -25.7% |
| YTD | +1.8% | +9.1% | -7.3% | -4.2% |
| 1Y | +2.4% | +19.1% | -16.7% | -8.0% |
| 3Y | +52.1% | +45.7% | +6.5% | +18.8% |
| 5Y | +14.6% | +60.4% | -45.8% | -16.9% |
| 10Y | +230.9% | +328.7% | -97.8% | +30.3% |
| All | +230.9% | +337.2% | -106.3% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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