+102.9%
WMT vs QCOM
+62.6%
+40.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.9% | +3.3% | +0.6% | +3.9% |
| 30D | -4.4% | +7.7% | -12.1% | -4.5% |
| 3M | -8.8% | -30.1% | +21.3% | -8.1% |
| 6M | -15.6% | +22.8% | -38.5% | -18.0% |
| YTD | -3.2% | +0.2% | -3.4% | -4.6% |
| 1Y | +7.0% | +7.9% | -0.8% | +4.5% |
| All | +102.9% | +62.6% | +40.3% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling