+230.9%
QCOM vs WMB
+267.9%
-37.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.3% |
| 7D | +5.8% | -6.7% | +12.5% | +8.3% |
| 30D | -2.3% | -8.6% | +6.3% | +0.6% |
| 3M | +2.7% | -4.9% | +7.6% | +4.0% |
| 6M | -21.0% | -6.3% | -14.7% | -20.0% |
| YTD | +1.8% | +13.0% | -11.2% | -4.1% |
| 1Y | +2.4% | +14.9% | -12.5% | -4.3% |
| 3Y | +52.1% | +113.4% | -61.2% | +10.7% |
| 5Y | +14.6% | +190.2% | -175.5% | -26.2% |
| 10Y | +230.9% | +259.9% | -29.0% | +79.4% |
| All | +230.9% | +267.9% | -37.0% | +79.4% |
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