+7.9%
QCOM vs WWD
+41.9%
-34.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +3.3% | +1.3% | +2.0% | +3.0% |
| 30D | +7.7% | -7.2% | +14.9% | +9.3% |
| 3M | -30.1% | -3.8% | -26.2% | -29.1% |
| 6M | +22.8% | -9.9% | +32.8% | +24.9% |
| YTD | +0.2% | +14.8% | -14.6% | +0.2% |
| 1Y | +7.9% | +42.1% | -34.2% | +3.7% |
| All | +7.9% | +41.9% | -34.0% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling