+263.7%
QCOM vs WSM
+1,015.9%
-752.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | +5.1% | +2.6% | +2.5% | +4.2% |
| 30D | +4.3% | -9.5% | +13.8% | +7.5% |
| 3M | -19.6% | +12.9% | -32.5% | -22.8% |
| 6M | +29.5% | +23.0% | +6.4% | +20.8% |
| YTD | +3.4% | +28.9% | -25.5% | -5.2% |
| 1Y | +10.9% | +13.7% | -2.8% | +5.5% |
| 3Y | +74.8% | +232.6% | -157.8% | +14.0% |
| 5Y | +36.2% | +185.9% | -149.7% | -10.3% |
| 10Y | +263.7% | +998.6% | -734.9% | +58.8% |
| All | +263.7% | +1,015.9% | -752.1% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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