+544.2%
WMT vs QCOM
+235.1%
+309.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.7% |
| 7D | +2.0% | +4.3% | -2.2% | +1.6% |
| 30D | +10.3% | -0.1% | +10.4% | +10.0% |
| 3M | +11.0% | +5.2% | +5.7% | +10.0% |
| 6M | -2.3% | -18.4% | +16.0% | -1.5% |
| YTD | +15.7% | +2.4% | +13.3% | +12.8% |
| 1Y | +26.0% | +0.9% | +25.1% | +22.9% |
| 3Y | +136.5% | +48.4% | +88.1% | +114.1% |
| 5Y | +176.8% | +16.6% | +160.3% | +153.5% |
| All | +544.2% | +235.1% | +309.2% | +372.9% |
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 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