+133.0%
WMT vs QLD
+152.7%
-19.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.5% |
| 7D | -1.2% | +12.5% | -13.7% | -2.1% |
| 30D | +12.4% | -15.7% | +28.1% | +13.8% |
| 3M | +9.0% | -11.9% | +20.9% | +9.9% |
| 6M | -3.0% | -10.3% | +7.3% | -2.9% |
| YTD | +14.0% | +15.6% | -1.6% | +9.6% |
| 1Y | +23.0% | +12.1% | +10.9% | +18.8% |
| All | +133.0% | +152.7% | -19.7% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling