+84.7%
WDC vs QCOM
+5.4%
+79.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.8% | +6.6% | +7.4% |
| 7D | -3.2% | +2.0% | -5.2% | -3.6% |
| 30D | -19.0% | +1.2% | -20.3% | -19.0% |
| 3M | -28.4% | +9.1% | -37.6% | -32.3% |
| 6M | -39.2% | -25.0% | -14.2% | -30.3% |
| YTD | +82.1% | +4.8% | +77.2% | +88.2% |
| 1Y | +84.7% | +3.6% | +81.1% | +93.8% |
| All | +84.7% | +5.4% | +79.2% | +93.8% |
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