+251.9%
QCOM vs WPM
+752.0%
-500.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.8% |
| 7D | +13.0% | -0.5% | +13.5% | +13.1% |
| 30D | +0.2% | -3.1% | +3.3% | +0.6% |
| 3M | +9.2% | -2.2% | +11.4% | +9.2% |
| 6M | -15.0% | -7.4% | -7.6% | -14.5% |
| YTD | +5.2% | +12.6% | -7.5% | +2.4% |
| 1Y | +2.4% | +22.8% | -20.5% | -1.5% |
| 3Y | +52.0% | +213.6% | -161.7% | +28.3% |
| 5Y | +19.7% | +211.2% | -191.4% | -0.2% |
| All | +251.9% | +752.0% | -500.0% | +197.7% |
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