+3.2%
QCOM vs WMB
+16.3%
-13.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.0% |
| 7D | +5.5% | -6.9% | +12.4% | +5.9% |
| 30D | -1.1% | -7.2% | +6.0% | -0.6% |
| 3M | +7.6% | -5.4% | +13.0% | +8.0% |
| 6M | -20.1% | -4.9% | -15.2% | -21.0% |
| YTD | +3.0% | +14.7% | -11.7% | +1.2% |
| 1Y | +3.2% | +14.7% | -11.5% | +1.3% |
| All | +3.2% | +16.3% | -13.1% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling