+242.6%
QCOM vs WSM
+1,131.4%
-888.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.1% |
| 7D | +4.3% | 0.0% | +4.3% | +4.2% |
| 30D | -0.1% | +5.1% | -5.2% | -1.6% |
| 3M | +5.2% | +5.1% | +0.1% | +3.4% |
| 6M | -18.4% | +48.6% | -66.9% | -28.1% |
| YTD | +2.4% | +44.2% | -41.8% | -9.5% |
| 1Y | +0.9% | +38.1% | -37.2% | -9.7% |
| 3Y | +48.4% | +257.2% | -208.8% | -5.3% |
| 5Y | +16.6% | +165.1% | -148.5% | -22.2% |
| All | +242.6% | +1,131.4% | -888.7% | +40.8% |
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