+46,613.4%
QCOM vs WMB
+4,931.9%
+41,681.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.3% | -4.2% | -8.5% |
| 7D | -15.5% | -14.2% | -1.3% | -13.0% |
| 30D | -13.4% | -11.2% | -2.2% | -11.5% |
| 3M | 0.0% | -9.9% | +9.9% | +1.8% |
| 6M | -15.2% | -14.4% | -0.9% | -13.1% |
| YTD | -6.9% | +9.2% | -16.2% | -9.0% |
| 1Y | -11.0% | +15.1% | -26.0% | -13.8% |
| 3Y | +39.8% | +99.2% | -59.5% | +21.4% |
| 5Y | +7.2% | +180.2% | -173.1% | -12.8% |
| 10Y | +207.7% | +273.7% | -66.1% | +130.4% |
| All | +46,613.4% | +4,931.9% | +41,681.6% | +14,977.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling