+23.7%
WMT vs QLD
+9.9%
+13.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.8% | -6.7% | +0.7% |
| 7D | -1.6% | -1.4% | -0.2% | -1.6% |
| 30D | +12.9% | -19.6% | +32.4% | +10.8% |
| 3M | +12.6% | -14.1% | +26.8% | +11.1% |
| 6M | -3.4% | -13.6% | +10.2% | -4.2% |
| YTD | +13.5% | +12.5% | +1.0% | +11.6% |
| All | +23.7% | +9.9% | +13.8% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling