+567.0%
WDC vs QCOM
+15.5%
+551.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.6% | -2.4% | -3.4% |
| 7D | +12.1% | +4.3% | +7.8% | +9.6% |
| 30D | -18.8% | -0.1% | -18.7% | -18.3% |
| 3M | -39.3% | +5.2% | -44.5% | -41.7% |
| 6M | -40.1% | -18.4% | -21.8% | -33.6% |
| YTD | +71.8% | +2.4% | +69.4% | +62.8% |
| 1Y | +88.5% | +0.9% | +87.6% | +80.5% |
| 3Y | +770.0% | +48.4% | +721.6% | +536.7% |
| All | +567.0% | +15.5% | +551.5% | +438.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling