+4,642.9%
WMT vs QCOM
+55,615.4%
-50,972.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.1% |
| 7D | -2.7% | +2.0% | -4.7% | -3.0% |
| 30D | +11.1% | +1.2% | +9.9% | +10.7% |
| 3M | +11.2% | +9.1% | +2.1% | +9.6% |
| 6M | -1.3% | -25.0% | +23.7% | +0.6% |
| YTD | +13.5% | +4.8% | +8.7% | +10.4% |
| 1Y | +22.5% | +3.6% | +18.9% | +19.3% |
| 3Y | +134.1% | +51.5% | +82.6% | +113.8% |
| 5Y | +170.3% | +19.7% | +150.5% | +149.3% |
| 10Y | +525.5% | +245.8% | +279.7% | +389.2% |
| All | +4,642.9% | +55,615.4% | -50,972.4% | +1,942.6% |
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