+46,613.4%
QCOM vs WST
+15,466.2%
+31,147.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.0% | -5.5% | -8.1% |
| 7D | -15.5% | -5.8% | -9.7% | -13.5% |
| 30D | -13.4% | +5.3% | -18.7% | -14.9% |
| 3M | 0.0% | +11.8% | -11.8% | -3.8% |
| 6M | -15.2% | +26.7% | -41.9% | -22.2% |
| YTD | -6.9% | +43.0% | -49.9% | -18.9% |
| 1Y | -11.0% | +38.9% | -49.8% | -21.7% |
| 3Y | +39.8% | +18.2% | +21.6% | +16.7% |
| 5Y | +7.2% | -1.5% | +8.7% | -6.5% |
| 10Y | +207.7% | +439.0% | -231.3% | +30.2% |
| All | +46,613.4% | +15,466.2% | +31,147.3% | +4,250.6% |
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