+230.9%
QCOM vs WWD
+494.7%
-263.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.3% | +1.7% |
| 7D | +5.8% | +4.2% | +1.6% | +4.2% |
| 30D | -2.3% | -0.8% | -1.5% | -1.9% |
| 3M | +2.7% | -8.2% | +10.9% | +6.0% |
| 6M | -21.0% | -9.8% | -11.2% | -18.1% |
| YTD | +1.8% | +10.4% | -8.6% | -4.0% |
| 1Y | +2.4% | +25.5% | -23.0% | -8.9% |
| 3Y | +52.1% | +155.8% | -103.7% | +1.1% |
| 5Y | +14.6% | +187.3% | -172.7% | -28.2% |
| 10Y | +230.9% | +462.7% | -231.8% | +66.2% |
| All | +230.9% | +494.7% | -263.8% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling