+7.9%
QCOM vs WST
+37.6%
-29.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +3.3% | +0.7% | +2.6% | +3.2% |
| 30D | +7.7% | -3.1% | +10.8% | +8.5% |
| 3M | -30.1% | +7.2% | -37.3% | -31.6% |
| 6M | +22.8% | +36.8% | -14.0% | +15.1% |
| YTD | +0.2% | +23.8% | -23.7% | -5.3% |
| 1Y | +7.9% | +37.8% | -29.9% | -2.8% |
| All | +7.9% | +37.6% | -29.7% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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