+281.8%
QCOM vs WY
+5.8%
+276.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.5% |
| 7D | +4.4% | -1.7% | +6.0% | +5.1% |
| 30D | +9.4% | -9.9% | +19.2% | +14.5% |
| 3M | -13.7% | -7.5% | -6.1% | -11.1% |
| 6M | +28.9% | -5.1% | +34.0% | +30.7% |
| YTD | +4.7% | -2.1% | +6.8% | +4.0% |
| 1Y | +13.5% | -7.3% | +20.8% | +15.4% |
| 3Y | +77.1% | -22.6% | +99.7% | +92.3% |
| 5Y | +38.9% | -19.8% | +58.7% | +49.3% |
| 10Y | +281.8% | +9.6% | +272.2% | +248.5% |
| All | +281.8% | +5.8% | +276.0% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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