+51,614.1%
QCOM vs WSM
+49,116.2%
+2,497.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | +5.5% | +3.1% | +2.4% | +4.9% |
| 30D | -1.1% | +8.5% | -9.6% | -3.0% |
| 3M | +7.6% | +4.6% | +3.0% | +6.3% |
| 6M | -20.1% | +44.5% | -64.6% | -27.0% |
| YTD | +3.0% | +48.4% | -45.4% | -6.8% |
| 1Y | +3.2% | +36.2% | -32.9% | -4.7% |
| 3Y | +48.9% | +268.8% | -219.9% | +5.5% |
| 5Y | +21.1% | +185.2% | -164.2% | -11.0% |
| 10Y | +242.8% | +1,175.8% | -933.1% | +67.7% |
| All | +51,614.1% | +49,116.2% | +2,497.9% | +9,751.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling