+69.0%
QCOM vs WY
-21.8%
+90.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +3.3% | -1.7% | +5.1% | +3.9% |
| 30D | +7.7% | -10.1% | +17.8% | +11.6% |
| 3M | -30.1% | -5.1% | -24.9% | -29.0% |
| 6M | +22.8% | -4.8% | +27.6% | +24.4% |
| YTD | +0.2% | -0.2% | +0.4% | -1.0% |
| 1Y | +7.9% | -6.6% | +14.5% | +9.6% |
| All | +69.0% | -21.8% | +90.8% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling