+92.9%
QQQ vs WMT
+102.3%
-9.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.7% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -1.2% | -7.4% | +6.2% | 0.0% |
| 3M | -0.2% | -10.9% | +10.7% | +1.7% |
| 6M | +17.9% | -12.7% | +30.6% | +20.2% |
| YTD | +16.6% | -3.2% | +19.9% | +15.3% |
| 1Y | +23.0% | +5.3% | +17.7% | +18.3% |
| 3Y | +92.9% | +101.9% | -8.9% | +57.5% |
| All | +92.9% | +102.3% | -9.3% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 WMT 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