+23.6%
WMT vs QLD
+8.6%
+15.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.2% |
| 7D | +0.6% | -3.8% | +4.3% | +0.3% |
| 30D | +12.8% | -20.5% | +33.3% | +10.6% |
| 3M | +11.7% | -14.6% | +26.3% | +10.2% |
| 6M | -3.5% | -14.7% | +11.1% | -4.4% |
| YTD | +13.4% | +11.2% | +2.2% | +11.4% |
| 1Y | +23.6% | +7.1% | +16.5% | +20.5% |
| All | +23.6% | +8.6% | +15.0% | +20.5% |
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