+51,614.1%
QCOM vs WY
+633.0%
+50,981.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +2.1% |
| 7D | +5.5% | +0.2% | +5.3% | +5.4% |
| 30D | -1.1% | +8.0% | -9.1% | -4.5% |
| 3M | +7.6% | -17.7% | +25.3% | +15.1% |
| 6M | -20.1% | -10.8% | -9.3% | -17.6% |
| YTD | +3.0% | -10.6% | +13.6% | +5.5% |
| 1Y | +3.2% | -5.7% | +9.0% | +3.5% |
| 3Y | +48.9% | -24.8% | +73.7% | +60.7% |
| 5Y | +21.1% | -31.7% | +52.8% | +36.5% |
| 10Y | +242.8% | +2.9% | +239.8% | +210.6% |
| All | +51,614.1% | +633.0% | +50,981.1% | +21,926.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling