+70.4%
QCOM vs WTW
+60.9%
+9.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +0.5% |
| 7D | +4.4% | -7.1% | +11.5% | +2.6% |
| 30D | +9.4% | -8.5% | +17.9% | +7.1% |
| 3M | -13.7% | +20.6% | -34.2% | -9.3% |
| 6M | +28.9% | +7.2% | +21.7% | +35.0% |
| YTD | +4.7% | -3.9% | +8.6% | +10.2% |
| 1Y | +13.5% | -3.6% | +17.1% | +19.6% |
| All | +70.4% | +60.9% | +9.5% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 3y: compounded portfolio wealth divided by compounded WTW 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…
3y analysis · Full analysis span regression · 6 months rolling