+1,245.5%
WDC vs QCOM
+267.6%
+977.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.0% | +0.3% |
| 7D | +6.0% | +5.1% | +0.9% | +3.0% |
| 30D | +9.9% | +4.3% | +5.7% | +7.1% |
| 3M | -9.4% | -19.6% | +10.2% | +3.4% |
| 6M | +94.7% | +29.5% | +65.3% | +62.8% |
| YTD | +177.4% | +3.4% | +174.0% | +163.3% |
| 1Y | +412.6% | +10.9% | +401.7% | +361.9% |
| 3Y | +1,359.8% | +74.8% | +1,285.0% | +886.7% |
| 5Y | +992.6% | +36.2% | +956.4% | +716.9% |
| 10Y | +1,245.5% | +263.7% | +981.8% | +485.3% |
| All | +1,245.5% | +267.6% | +977.9% | +485.3% |
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