+47.0%
QCOM vs WMB
+97.7%
-50.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +0.4% | -13.8% | +14.2% | +4.0% |
| 30D | -6.6% | -10.3% | +3.7% | -4.3% |
| 3M | +3.7% | -10.1% | +13.7% | +6.0% |
| 6M | -13.3% | -11.8% | -1.5% | -11.4% |
| YTD | -1.8% | +8.9% | -10.7% | -6.0% |
| 1Y | -2.5% | +14.0% | -16.5% | -8.2% |
| 3Y | +47.0% | +100.5% | -53.6% | +30.3% |
| All | +47.0% | +97.7% | -50.7% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling