+854.5%
QCOM vs WTW
+1,174.9%
-320.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.8% |
| 7D | +3.3% | -2.6% | +6.0% | +4.2% |
| 30D | +7.7% | -1.0% | +8.7% | +8.0% |
| 3M | -30.1% | +29.9% | -60.0% | -36.7% |
| 6M | +22.8% | +10.7% | +12.1% | +15.9% |
| YTD | +0.2% | +2.6% | -2.4% | -3.3% |
| 1Y | +7.9% | +2.8% | +5.1% | +3.7% |
| 3Y | +55.8% | +67.3% | -11.5% | +21.6% |
| 5Y | +30.1% | +56.6% | -26.6% | +4.0% |
| 10Y | +248.9% | +204.1% | +44.8% | +115.1% |
| All | +854.5% | +1,174.9% | -320.4% | +361.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling