+50,186.6%
QCOM vs WST
+13,383.6%
+36,803.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +3.3% | +0.7% | +2.6% | +3.1% |
| 30D | +7.7% | -3.1% | +10.8% | +8.9% |
| 3M | -30.1% | +7.2% | -37.3% | -32.1% |
| 6M | +22.8% | +36.8% | -14.0% | +9.1% |
| YTD | +0.2% | +23.8% | -23.7% | -8.1% |
| 1Y | +7.9% | +37.8% | -29.9% | -5.6% |
| 3Y | +55.8% | -15.9% | +71.7% | +48.1% |
| 5Y | +30.1% | -25.8% | +55.9% | +25.9% |
| 10Y | +248.9% | +319.6% | -70.7% | +61.6% |
| All | +50,186.6% | +13,383.6% | +36,803.0% | +4,827.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling