+875.6%
QCOM vs WTW
+1,181.4%
-305.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.3% |
| 7D | +4.3% | +2.0% | +2.3% | +3.6% |
| 30D | -0.1% | +12.9% | -13.0% | -4.2% |
| 3M | +5.2% | +0.7% | +4.5% | +4.4% |
| 6M | -18.4% | +39.5% | -57.8% | -28.4% |
| YTD | +2.4% | +3.1% | -0.7% | -1.7% |
| 1Y | +0.9% | +4.8% | -3.9% | -3.8% |
| 3Y | +48.4% | +42.9% | +5.4% | +23.1% |
| 5Y | +16.6% | +55.3% | -38.7% | -6.6% |
| 10Y | +237.8% | +217.2% | +20.6% | +104.7% |
| All | +875.6% | +1,181.4% | -305.8% | +368.7% |
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