+39.3%
QCOM vs WWD
+137.0%
-97.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -6.0% | -3.5% | -7.0% |
| 7D | -15.5% | -2.6% | -12.9% | -14.4% |
| 30D | -13.4% | -7.7% | -5.7% | -10.4% |
| 3M | 0.0% | -17.7% | +17.8% | +8.2% |
| 6M | -15.2% | -15.9% | +0.7% | -9.4% |
| YTD | -6.9% | +1.8% | -8.7% | -10.5% |
| 1Y | -11.0% | +17.4% | -28.4% | -21.3% |
| All | +39.3% | +137.0% | -97.7% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling