+2.4%
QCOM vs WSM
+31.6%
-29.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.9% |
| 7D | +13.0% | -3.2% | +16.2% | +14.2% |
| 30D | +0.2% | +4.6% | -4.5% | -1.0% |
| 3M | +9.2% | +2.4% | +6.8% | +8.7% |
| 6M | -15.0% | +43.7% | -58.7% | -23.3% |
| YTD | +5.2% | +42.1% | -36.9% | -5.3% |
| 1Y | +2.4% | +32.3% | -29.9% | -6.3% |
| All | +2.4% | +31.6% | -29.2% | -6.3% |
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