+48.4%
QCOM vs WMB
+121.9%
-73.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | +4.3% | +7.8% | -3.6% | +2.3% |
| 30D | -0.1% | -5.1% | +5.0% | +1.0% |
| 3M | +5.2% | -4.7% | +10.0% | +6.1% |
| 6M | -18.4% | -7.4% | -10.9% | -17.4% |
| YTD | +2.4% | +17.5% | -15.1% | -3.9% |
| 1Y | +0.9% | +19.5% | -18.6% | -5.9% |
| 3Y | +48.4% | +121.3% | -72.9% | +29.4% |
| All | +48.4% | +121.9% | -73.5% | +29.4% |
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 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