+1,547.1%
QQQ vs WMT
+966.6%
+580.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -1.3% | -2.5% | +1.2% | -0.2% |
| 30D | -1.4% | -6.4% | +5.1% | +1.1% |
| 3M | +2.3% | -12.1% | +14.4% | +7.3% |
| 6M | +16.9% | -15.0% | +31.8% | +23.6% |
| YTD | +15.6% | -4.5% | +20.1% | +15.7% |
| 1Y | +22.6% | +6.2% | +16.4% | +16.4% |
| 3Y | +93.5% | +99.9% | -6.3% | +36.1% |
| 5Y | +93.9% | +131.4% | -37.5% | +25.8% |
| 10Y | +564.6% | +433.2% | +131.4% | +187.5% |
| All | +1,547.1% | +966.6% | +580.5% | +371.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling