+653.4%
WDC vs QCOM
+237.1%
+416.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.7% | +6.2% | +7.7% |
| 7D | -14.4% | +5.8% | -20.2% | -16.9% |
| 30D | -27.1% | -2.3% | -24.8% | -25.8% |
| 3M | -33.3% | +2.7% | -36.0% | -35.0% |
| 6M | -39.6% | -21.0% | -18.6% | -32.1% |
| YTD | +68.4% | +1.8% | +66.6% | +59.9% |
| 1Y | +78.2% | +2.4% | +75.7% | +68.7% |
| 3Y | +772.0% | +52.1% | +719.9% | +537.0% |
| 5Y | +584.9% | +14.6% | +570.3% | +465.2% |
| 10Y | +653.4% | +230.9% | +422.6% | +240.4% |
| All | +653.4% | +237.1% | +416.4% | +240.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling