+50,186.6%
QCOM vs WY
+717.9%
+49,468.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +3.3% | -1.7% | +5.1% | +4.0% |
| 30D | +7.7% | -10.1% | +17.8% | +12.1% |
| 3M | -30.1% | -5.1% | -24.9% | -29.1% |
| 6M | +22.8% | -4.8% | +27.6% | +24.2% |
| YTD | +0.2% | -0.2% | +0.4% | -1.0% |
| 1Y | +7.9% | -6.6% | +14.5% | +9.1% |
| 3Y | +55.8% | -22.7% | +78.6% | +67.4% |
| 5Y | +30.1% | -22.2% | +52.3% | +40.0% |
| 10Y | +248.9% | +7.3% | +241.6% | +212.0% |
| All | +50,186.6% | +717.9% | +49,468.7% | +20,563.3% |
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