+263.7%
QCOM vs WU
-41.4%
+305.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.7% | +4.1% |
| 7D | +5.1% | -0.8% | +5.9% | +5.3% |
| 30D | +4.3% | -1.1% | +5.4% | +4.6% |
| 3M | -19.6% | -1.8% | -17.8% | -20.4% |
| 6M | +29.5% | -23.9% | +53.4% | +41.0% |
| YTD | +3.4% | -20.4% | +23.8% | +10.3% |
| 1Y | +10.9% | -10.6% | +21.5% | +11.7% |
| 3Y | +74.8% | -27.7% | +102.5% | +87.4% |
| 5Y | +36.2% | -51.1% | +87.3% | +70.1% |
| 10Y | +263.7% | -40.7% | +304.5% | +315.4% |
| All | +263.7% | -41.4% | +305.1% | +315.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling