+526.6%
WMT vs QLD
+1,470.2%
-943.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.8% | -6.7% | -1.0% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | +12.9% | -19.6% | +32.4% | +16.4% |
| 3M | +12.6% | -14.1% | +26.8% | +14.8% |
| 6M | -3.4% | -13.6% | +10.2% | -2.5% |
| YTD | +13.5% | +12.5% | +1.0% | +8.9% |
| 1Y | +23.5% | +13.1% | +10.4% | +18.1% |
| 3Y | +137.3% | +154.7% | -17.4% | +89.5% |
| 5Y | +167.9% | +81.1% | +86.8% | +118.7% |
| 10Y | +526.6% | +1,418.0% | -891.4% | +218.9% |
| All | +526.6% | +1,470.2% | -943.6% | +218.9% |
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