+230.9%
QCOM vs WST
+466.7%
-235.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.3% | +2.7% |
| 7D | +5.8% | +1.3% | +4.5% | +5.5% |
| 30D | -2.3% | +12.9% | -15.2% | -5.6% |
| 3M | +2.7% | +16.7% | -14.0% | -1.8% |
| 6M | -21.0% | +26.8% | -47.8% | -26.5% |
| YTD | +1.8% | +50.5% | -48.7% | -10.5% |
| 1Y | +2.4% | +52.9% | -50.5% | -10.5% |
| 3Y | +52.1% | +23.9% | +28.2% | +28.8% |
| 5Y | +14.6% | +1.0% | +13.6% | +2.4% |
| 10Y | +230.9% | +451.4% | -220.5% | +36.2% |
| All | +230.9% | +466.7% | -235.9% | +36.2% |
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