+14.1%
QCOM vs WPM
+210.4%
-196.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.6% |
| 7D | +4.3% | -3.6% | +7.8% | +5.2% |
| 30D | -0.1% | +1.4% | -1.5% | -0.6% |
| 3M | +5.2% | -0.2% | +5.4% | +4.5% |
| 6M | -18.4% | -7.3% | -11.0% | -17.8% |
| YTD | +2.4% | +12.3% | -9.9% | -2.3% |
| 1Y | +0.9% | +24.9% | -24.0% | -6.2% |
| 3Y | +48.4% | +210.4% | -162.0% | +7.3% |
| All | +14.1% | +210.4% | -196.2% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling