+525.5%
WMT vs QLD
+1,536.4%
-1,010.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -0.6% |
| 7D | -2.7% | -1.2% | -1.5% | -2.7% |
| 30D | +11.1% | -15.7% | +26.8% | +13.7% |
| 3M | +11.2% | -10.0% | +21.3% | +12.5% |
| 6M | -1.3% | -11.2% | +10.0% | -0.7% |
| YTD | +13.5% | +16.4% | -2.8% | +8.3% |
| 1Y | +22.5% | +12.7% | +9.8% | +17.3% |
| 3Y | +134.1% | +152.3% | -18.2% | +87.4% |
| 5Y | +170.3% | +91.8% | +78.5% | +118.2% |
| 10Y | +525.5% | +1,520.2% | -994.7% | +212.4% |
| All | +525.5% | +1,536.4% | -1,010.9% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling