+254.0%
QCOM vs WMB
+319.8%
-65.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.3% | +0.6% | +2.8% | +3.1% |
| 30D | +7.7% | +3.3% | +4.4% | +6.3% |
| 3M | -30.1% | +3.1% | -33.2% | -31.2% |
| 6M | +22.8% | -0.7% | +23.5% | +22.4% |
| YTD | +0.2% | +25.2% | -25.0% | -8.7% |
| 1Y | +7.9% | +32.9% | -25.0% | -4.2% |
| 3Y | +55.8% | +140.6% | -84.7% | +9.2% |
| 5Y | +30.1% | +273.5% | -243.4% | -23.4% |
| All | +254.0% | +319.8% | -65.8% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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