+10.9%
QCOM vs WSM
+14.1%
-3.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | +5.1% | +2.6% | +2.5% | +4.1% |
| 30D | +4.3% | -9.5% | +13.8% | +8.1% |
| 3M | -19.6% | +12.9% | -32.5% | -23.0% |
| 6M | +29.5% | +23.0% | +6.4% | +19.8% |
| YTD | +3.4% | +28.9% | -25.5% | -7.0% |
| 1Y | +10.9% | +13.7% | -2.8% | +2.9% |
| All | +10.9% | +14.1% | -3.2% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling