+216.5%
QCOM vs WWD
+461.1%
-244.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.4% | +2.1% | +4.2% |
| 7D | +0.4% | +4.2% | -3.8% | -1.2% |
| 30D | -6.6% | -2.1% | -4.5% | -5.8% |
| 3M | +3.7% | -13.2% | +16.9% | +9.3% |
| 6M | -13.3% | -16.9% | +3.6% | -7.4% |
| YTD | -1.8% | +5.2% | -7.0% | -5.6% |
| 1Y | -2.5% | +20.6% | -23.1% | -11.9% |
| 3Y | +47.0% | +146.3% | -99.4% | -0.8% |
| 5Y | +13.1% | +171.3% | -158.2% | -27.5% |
| All | +216.5% | +461.1% | -244.6% | +64.5% |
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