+230.9%
QCOM vs WU
-36.4%
+267.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +5.8% | +9.1% | -3.3% | +2.1% |
| 30D | -2.3% | +12.1% | -14.4% | -6.8% |
| 3M | +2.7% | +0.3% | +2.4% | +1.9% |
| 6M | -21.0% | -19.1% | -1.9% | -16.1% |
| YTD | +1.8% | -19.2% | +21.0% | +7.4% |
| 1Y | +2.4% | -15.3% | +17.7% | +5.8% |
| 3Y | +52.1% | -21.3% | +73.5% | +57.2% |
| 5Y | +14.6% | -41.7% | +56.3% | +31.4% |
| 10Y | +230.9% | -36.0% | +266.9% | +256.9% |
| All | +230.9% | -36.4% | +267.3% | +256.9% |
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