+245.8%
QCOM vs WWD
+468.3%
-222.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.4% | +1.2% |
| 7D | +2.0% | +3.7% | -1.8% | +0.7% |
| 30D | +1.2% | +1.8% | -0.6% | +0.6% |
| 3M | +9.1% | -5.0% | +14.1% | +11.1% |
| 6M | -25.0% | -8.4% | -16.6% | -22.7% |
| YTD | +4.8% | +12.3% | -7.4% | -1.8% |
| 1Y | +3.6% | +26.2% | -22.6% | -8.1% |
| 3Y | +51.5% | +154.6% | -103.1% | +0.8% |
| 5Y | +19.7% | +195.3% | -175.5% | -25.7% |
| 10Y | +245.8% | +466.3% | -220.5% | +72.3% |
| All | +245.8% | +468.3% | -222.5% | +72.3% |
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