+129.7%
WMT vs QCOM
+35.4%
+94.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.2% |
| 7D | +0.1% | +5.1% | -4.9% | -0.1% |
| 30D | -5.0% | +4.3% | -9.2% | -5.2% |
| 3M | -11.3% | -19.6% | +8.3% | -10.5% |
| 6M | -13.8% | +29.5% | -43.3% | -16.6% |
| YTD | -4.2% | +3.4% | -7.6% | -5.7% |
| 1Y | +4.6% | +10.9% | -6.3% | +1.9% |
| 3Y | +100.5% | +74.8% | +25.7% | +84.0% |
| 5Y | +129.7% | +36.2% | +93.5% | +109.9% |
| All | +129.7% | +35.4% | +94.3% | +109.9% |
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