+14.1%
QCOM vs WTW
+55.3%
-41.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -2.9% |
| 7D | +4.3% | +2.0% | +2.3% | +4.0% |
| 30D | -0.1% | +12.9% | -13.0% | -1.6% |
| 3M | +5.2% | +0.7% | +4.5% | +5.0% |
| 6M | -18.4% | +39.5% | -57.8% | -23.4% |
| YTD | +2.4% | +3.1% | -0.7% | +3.8% |
| 1Y | +0.9% | +4.8% | -3.9% | +1.5% |
| 3Y | +48.4% | +42.9% | +5.4% | +23.0% |
| All | +14.1% | +55.3% | -41.2% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling