+675.5%
QCOM vs WU
-19.6%
+695.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +3.3% | -0.8% | +4.2% | +3.6% |
| 30D | +7.7% | -1.1% | +8.8% | +8.0% |
| 3M | -30.1% | -3.9% | -26.2% | -29.9% |
| 6M | +22.8% | -20.7% | +43.5% | +32.0% |
| YTD | +0.2% | -18.4% | +18.6% | +6.2% |
| 1Y | +7.9% | -8.1% | +15.9% | +7.9% |
| 3Y | +55.8% | -24.2% | +80.0% | +64.6% |
| 5Y | +30.1% | -50.4% | +80.5% | +59.8% |
| 10Y | +248.9% | -40.0% | +288.9% | +284.5% |
| All | +675.5% | -19.6% | +695.1% | +570.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling