+230.9%
QCOM vs WPM
+553.6%
-322.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -1.9% | +2.7% |
| 7D | +5.8% | +20.8% | -15.0% | +2.5% |
| 30D | -2.3% | +3.8% | -6.1% | -3.0% |
| 3M | +2.7% | +7.4% | -4.7% | +1.2% |
| 6M | -21.0% | +4.0% | -25.0% | -22.0% |
| YTD | +1.8% | +23.0% | -21.2% | -2.2% |
| 1Y | +2.4% | +45.9% | -43.5% | -3.8% |
| 3Y | +52.1% | +242.9% | -190.8% | +27.0% |
| 5Y | +14.6% | +259.5% | -244.9% | -5.8% |
| 10Y | +230.9% | +577.7% | -346.9% | +178.9% |
| All | +230.9% | +553.6% | -322.7% | +178.9% |
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