+682.0%
WDC vs QCOM
+244.1%
+437.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +16.3% | +13.0% | +3.3% | +8.3% |
| 30D | -18.3% | +0.2% | -18.4% | -17.9% |
| 3M | -31.4% | +9.2% | -40.7% | -35.5% |
| 6M | -36.3% | -15.0% | -21.3% | -31.2% |
| YTD | +80.8% | +5.2% | +75.7% | +68.6% |
| 1Y | +87.7% | +2.4% | +85.3% | +78.1% |
| 3Y | +819.4% | +52.0% | +767.5% | +572.5% |
| 5Y | +583.2% | +19.7% | +563.5% | +450.0% |
| All | +682.0% | +244.1% | +437.8% | +238.2% |
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 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