+251.9%
QCOM vs WST
+449.7%
-197.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +13.0% | +4.9% | +8.1% | +11.4% |
| 30D | +0.2% | +10.7% | -10.5% | -2.7% |
| 3M | +9.2% | +16.8% | -7.6% | +4.3% |
| 6M | -15.0% | +32.0% | -47.0% | -21.9% |
| YTD | +5.2% | +49.9% | -44.7% | -7.4% |
| 1Y | +2.4% | +50.6% | -48.3% | -10.1% |
| 3Y | +52.0% | +21.4% | +30.5% | +29.8% |
| 5Y | +19.7% | -0.6% | +20.3% | +7.6% |
| All | +251.9% | +449.7% | -197.8% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling