+250.3%
QCOM vs WM
+306.5%
-56.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +3.3% | -0.3% | +3.6% | +3.4% |
| 30D | +7.7% | -2.4% | +10.1% | +8.7% |
| 3M | -30.1% | +0.4% | -30.5% | -31.0% |
| 6M | +22.8% | -9.5% | +32.3% | +26.6% |
| YTD | +0.2% | +0.5% | -0.3% | -2.1% |
| 1Y | +7.9% | -1.1% | +8.9% | +5.8% |
| 3Y | +55.8% | +46.0% | +9.8% | +20.0% |
| 5Y | +30.1% | +51.8% | -21.7% | -3.8% |
| All | +250.3% | +306.5% | -56.2% | +50.8% |
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