+113.2%
WDC vs QCOM
-0.4%
+113.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.3% | -12.1% | -9.4% |
| 7D | -18.3% | -5.3% | -13.0% | -16.2% |
| 30D | -26.7% | -4.2% | -22.5% | -25.1% |
| 3M | -40.9% | +7.0% | -48.0% | -44.1% |
| 6M | -26.8% | +3.8% | -30.6% | -26.4% |
| YTD | +88.2% | +2.8% | +85.3% | +94.4% |
| 1Y | +113.2% | +2.3% | +110.9% | +123.2% |
| All | +113.2% | -0.4% | +113.6% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 1y: compounded portfolio wealth divided by compounded QCOM 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…
1y analysis · Full analysis span regression · 6 months rolling