+19.7%
QCOM vs WWD
+183.1%
-163.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.3% |
| 7D | +13.0% | +8.2% | +4.8% | +8.9% |
| 30D | +0.2% | -0.2% | +0.3% | +0.3% |
| 3M | +9.2% | -8.4% | +17.6% | +13.6% |
| 6M | -15.0% | -9.5% | -5.5% | -11.5% |
| YTD | +5.2% | +10.1% | -4.9% | -3.1% |
| 1Y | +2.4% | +21.6% | -19.2% | -11.5% |
| 3Y | +52.0% | +149.6% | -97.6% | -14.9% |
| 5Y | +19.7% | +191.3% | -171.6% | -39.8% |
| All | +19.7% | +183.1% | -163.3% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling