+11.2%
QCOM vs WMB
+178.0%
-166.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +0.4% | -13.8% | +14.2% | +5.5% |
| 30D | -6.6% | -10.3% | +3.7% | -3.3% |
| 3M | +3.7% | -10.1% | +13.7% | +6.9% |
| 6M | -13.3% | -11.8% | -1.5% | -10.5% |
| YTD | -1.8% | +8.9% | -10.7% | -7.0% |
| 1Y | -2.5% | +14.0% | -16.5% | -9.6% |
| 3Y | +47.0% | +100.5% | -53.6% | +4.7% |
| All | +11.2% | +178.0% | -166.8% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling