+698.4%
QCOM vs WPM
+5,236.6%
-4,538.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +5.1% |
| 7D | +0.4% | +16.9% | -16.5% | -1.8% |
| 30D | -6.6% | +2.0% | -8.6% | -6.9% |
| 3M | +3.7% | +8.9% | -5.2% | +2.3% |
| 6M | -13.3% | +1.6% | -14.9% | -13.7% |
| YTD | -1.8% | +16.5% | -18.3% | -4.5% |
| 1Y | -2.5% | +42.2% | -44.7% | -7.6% |
| 3Y | +47.0% | +213.3% | -166.3% | +24.6% |
| 5Y | +13.1% | +249.9% | -236.8% | -6.3% |
| 10Y | +224.7% | +549.4% | -324.7% | +141.5% |
| All | +698.4% | +5,236.6% | -4,538.2% | +302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling