+660.4%
WDC vs QCOM
+235.2%
+425.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.9% |
| 7D | -16.7% | +5.5% | -22.3% | -19.1% |
| 30D | -27.2% | -1.1% | -26.1% | -26.4% |
| 3M | -34.0% | +7.6% | -41.6% | -37.4% |
| 6M | -39.7% | -20.1% | -19.6% | -32.7% |
| YTD | +68.1% | +3.0% | +65.0% | +58.4% |
| 1Y | +66.3% | +3.2% | +63.1% | +56.7% |
| 3Y | +754.4% | +48.9% | +705.5% | +532.1% |
| 5Y | +595.8% | +21.1% | +574.7% | +456.7% |
| 10Y | +660.4% | +242.8% | +417.6% | +235.2% |
| All | +660.4% | +235.2% | +425.2% | +235.2% |
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