+4,637.3%
WMT vs QCOM
+52,093.9%
-47,456.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -2.4% |
| 7D | +1.6% | +0.4% | +1.3% | +1.5% |
| 30D | +16.1% | -6.6% | +22.7% | +16.7% |
| 3M | +12.3% | +3.7% | +8.6% | +11.3% |
| 6M | -3.1% | -13.3% | +10.2% | -3.1% |
| YTD | +13.4% | -1.8% | +15.2% | +11.1% |
| 1Y | +24.5% | -2.5% | +27.0% | +22.0% |
| 3Y | +135.7% | +47.0% | +88.7% | +116.0% |
| 5Y | +166.8% | +13.1% | +153.7% | +147.7% |
| 10Y | +543.4% | +224.7% | +318.8% | +406.9% |
| All | +4,637.3% | +52,093.9% | -47,456.6% | +1,955.6% |
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