+216.5%
QCOM vs WMB
+267.1%
-50.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +0.4% | -13.8% | +14.2% | +5.7% |
| 30D | -6.6% | -10.3% | +3.7% | -3.2% |
| 3M | +3.7% | -10.1% | +13.7% | +7.1% |
| 6M | -13.3% | -11.8% | -1.5% | -10.3% |
| YTD | -1.8% | +8.9% | -10.7% | -6.3% |
| 1Y | -2.5% | +14.0% | -16.5% | -8.7% |
| 3Y | +47.0% | +100.5% | -53.6% | +9.5% |
| 5Y | +13.1% | +179.5% | -166.4% | -26.2% |
| All | +216.5% | +267.1% | -50.6% | +70.1% |
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