+3.2%
QCOM vs WSM
+34.5%
-31.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | +5.5% | +3.1% | +2.4% | +4.7% |
| 30D | -1.1% | +8.5% | -9.6% | -3.4% |
| 3M | +7.6% | +4.6% | +3.0% | +6.4% |
| 6M | -20.1% | +44.5% | -64.6% | -28.2% |
| YTD | +3.0% | +48.4% | -45.4% | -8.2% |
| 1Y | +3.2% | +36.2% | -32.9% | -7.2% |
| All | +3.2% | +34.5% | -31.2% | -7.2% |
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