+2.1%
WMT vs Q
+75.4%
-73.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.2% |
| 7D | -2.5% | +4.1% | -6.6% | -2.3% |
| 30D | -6.4% | -10.7% | +4.3% | -6.7% |
| 3M | -12.1% | -11.7% | -0.4% | -12.5% |
| 6M | -15.0% | +8.3% | -23.3% | -15.8% |
| YTD | -4.5% | +51.3% | -55.8% | -4.9% |
| All | +2.1% | +75.4% | -73.3% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 5y: compounded portfolio wealth divided by compounded Q 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…
5y analysis · Full analysis span regression · 6 months rolling