+3,943.6%
WMT vs QCOM
+53,144.7%
-49,201.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.9% | +3.3% | +0.6% | +3.5% |
| 30D | -4.4% | +7.7% | -12.1% | -5.3% |
| 3M | -8.8% | -30.1% | +21.3% | -5.5% |
| 6M | -15.6% | +22.8% | -38.5% | -19.0% |
| YTD | -3.2% | +0.2% | -3.4% | -4.9% |
| 1Y | +7.0% | +7.9% | -0.8% | +3.9% |
| 3Y | +105.3% | +55.8% | +49.5% | +87.4% |
| 5Y | +129.3% | +30.1% | +99.2% | +109.8% |
| 10Y | +423.9% | +248.9% | +175.0% | +310.7% |
| All | +3,943.6% | +53,144.7% | -49,201.1% | +1,658.0% |
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