+263.7%
QCOM vs WPM
+502.1%
-238.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | +5.1% | +7.0% | -2.0% | +3.9% |
| 30D | +4.3% | +15.7% | -11.5% | +1.7% |
| 3M | -19.6% | +35.2% | -54.8% | -23.5% |
| 6M | +29.5% | +6.1% | +23.4% | +27.2% |
| YTD | +3.4% | +32.6% | -29.2% | -1.7% |
| 1Y | +10.9% | +46.9% | -36.0% | +3.8% |
| 3Y | +74.8% | +276.3% | -201.5% | +44.1% |
| 5Y | +36.2% | +260.0% | -223.8% | +11.3% |
| 10Y | +263.7% | +508.5% | -244.8% | +216.0% |
| All | +263.7% | +502.1% | -238.3% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling