+69.4%
QCOM vs WSM
+238.8%
-169.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.5% |
| 7D | +3.3% | -3.3% | +6.6% | +4.3% |
| 30D | +7.7% | -8.4% | +16.1% | +10.5% |
| 3M | -30.1% | +9.7% | -39.7% | -32.1% |
| 6M | +22.8% | +16.7% | +6.2% | +16.8% |
| YTD | +0.2% | +28.7% | -28.5% | -7.7% |
| 1Y | +7.9% | +13.7% | -5.8% | +2.8% |
| All | +69.4% | +238.8% | -169.4% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling