+433.7%
WMT vs QCOM
+272.6%
+161.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -0.2% | +4.4% | -4.6% | -0.7% |
| 30D | -5.8% | +9.4% | -15.2% | -6.7% |
| 3M | -10.8% | -13.7% | +2.9% | -9.8% |
| 6M | -14.3% | +28.9% | -43.2% | -18.3% |
| YTD | -4.4% | +4.7% | -9.1% | -6.7% |
| 1Y | +4.3% | +13.5% | -9.2% | +0.4% |
| 3Y | +100.1% | +77.1% | +23.0% | +77.5% |
| 5Y | +130.8% | +38.9% | +91.9% | +106.2% |
| 10Y | +433.7% | +281.8% | +151.9% | +291.3% |
| All | +433.7% | +272.6% | +161.1% | +291.3% |
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 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