+12.3%
WMT vs QLD
-16.8%
+29.1%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.3% | -1.5% |
| 7D | +1.6% | -10.3% | +11.9% | +0.8% |
| 30D | +16.1% | -26.1% | +42.1% | +13.0% |
| 3M | +12.3% | -17.8% | +30.0% | +8.6% |
| All | +12.3% | -16.8% | +29.1% | +8.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling