+50,186.6%
QCOM vs WM
+2,198.8%
+47,987.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +3.3% | -0.3% | +3.6% | +3.4% |
| 30D | +7.7% | -2.4% | +10.1% | +8.4% |
| 3M | -30.1% | +0.4% | -30.5% | -30.6% |
| 6M | +22.8% | -9.5% | +32.3% | +25.0% |
| YTD | +0.2% | +0.5% | -0.3% | -1.1% |
| 1Y | +7.9% | -1.1% | +8.9% | +6.7% |
| 3Y | +55.8% | +46.0% | +9.8% | +36.6% |
| 5Y | +30.1% | +51.8% | -21.7% | +12.4% |
| 10Y | +248.9% | +307.5% | -58.6% | +131.5% |
| All | +50,186.6% | +2,198.8% | +47,987.8% | +24,480.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling