+242.6%
QCOM vs WMB
+282.5%
-39.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | +4.3% | +7.8% | -3.6% | +1.5% |
| 30D | -0.1% | -5.1% | +5.0% | +1.5% |
| 3M | +5.2% | -4.7% | +10.0% | +6.6% |
| 6M | -18.4% | -7.4% | -10.9% | -16.9% |
| YTD | +2.4% | +17.5% | -15.1% | -4.9% |
| 1Y | +0.9% | +19.5% | -18.6% | -7.0% |
| 3Y | +48.4% | +121.3% | -72.9% | +6.6% |
| 5Y | +16.6% | +200.5% | -183.9% | -26.0% |
| All | +242.6% | +282.5% | -39.8% | +81.9% |
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