+49,194.2%
QCOM vs WY
+645.5%
+48,548.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.0% | +8.5% | +6.7% |
| 7D | +0.4% | +3.1% | -2.7% | -1.0% |
| 30D | -6.6% | +13.0% | -19.6% | -11.4% |
| 3M | +3.7% | -16.8% | +20.5% | +10.6% |
| 6M | -13.3% | -11.2% | -2.1% | -10.5% |
| YTD | -1.8% | -9.1% | +7.3% | 0.0% |
| 1Y | -2.5% | -4.8% | +2.2% | -2.7% |
| 3Y | +47.0% | -25.3% | +72.2% | +59.1% |
| 5Y | +13.1% | -33.2% | +46.3% | +28.6% |
| 10Y | +224.7% | +6.6% | +218.1% | +190.5% |
| All | +49,194.2% | +645.5% | +48,548.8% | +20,764.6% |
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