+199.9%
QCOM vs WM
+348.7%
-148.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.2% | -10.7% | -9.9% |
| 7D | -15.5% | +4.5% | -19.9% | -17.0% |
| 30D | -13.4% | +16.1% | -29.5% | -18.6% |
| 3M | 0.0% | +8.0% | -8.0% | -3.4% |
| 6M | -15.2% | +8.4% | -23.6% | -19.3% |
| YTD | -6.9% | +11.2% | -18.1% | -13.0% |
| 1Y | -11.0% | +22.3% | -33.3% | -20.9% |
| 3Y | +39.8% | +50.2% | -10.5% | +7.7% |
| 5Y | +7.2% | +63.3% | -56.1% | -22.8% |
| All | +199.9% | +348.7% | -148.8% | +18.5% |
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