+528.7%
WDC vs QCOM
+13.0%
+515.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -7.0% | -4.7% |
| 7D | -28.0% | +0.4% | -28.3% | -27.9% |
| 30D | -34.9% | -6.6% | -28.3% | -32.1% |
| 3M | -41.6% | +3.7% | -45.3% | -43.7% |
| 6M | -45.4% | -13.3% | -32.1% | -42.0% |
| YTD | +53.3% | -1.8% | +55.1% | +48.5% |
| 1Y | +61.5% | -2.5% | +64.0% | +57.4% |
| 3Y | +712.3% | +47.0% | +665.4% | +495.7% |
| All | +528.7% | +13.0% | +515.7% | +416.9% |
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