+43,583.6%
WDC vs QCOM
+52,093.9%
-8,510.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -7.0% | -3.2% |
| 7D | -28.0% | +0.4% | -28.3% | -27.9% |
| 30D | -34.9% | -6.6% | -28.3% | -33.2% |
| 3M | -41.6% | +3.7% | -45.3% | -42.5% |
| 6M | -45.4% | -13.3% | -32.1% | -43.0% |
| YTD | +53.3% | -1.8% | +55.1% | +52.4% |
| 1Y | +61.5% | -2.5% | +64.0% | +61.1% |
| 3Y | +712.3% | +47.0% | +665.4% | +611.7% |
| 5Y | +524.2% | +13.1% | +511.1% | +488.3% |
| 10Y | +616.5% | +224.7% | +391.8% | +393.9% |
| All | +43,583.6% | +52,093.9% | -8,510.3% | +9,064.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling