+714.4%
QCOM vs WPM
+5,967.5%
-5,253.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +3.3% | +1.1% | +2.3% | +3.2% |
| 30D | +7.7% | +26.4% | -18.7% | +4.1% |
| 3M | -30.1% | +20.8% | -50.9% | -31.9% |
| 6M | +22.8% | +1.1% | +21.7% | +22.1% |
| YTD | +0.2% | +32.5% | -32.3% | -4.2% |
| 1Y | +7.9% | +51.5% | -43.7% | +1.0% |
| 3Y | +55.8% | +267.0% | -211.2% | +29.3% |
| 5Y | +30.1% | +250.1% | -220.1% | +7.5% |
| 10Y | +248.9% | +540.4% | -291.5% | +159.3% |
| All | +714.4% | +5,967.5% | -5,253.1% | +303.6% |
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