+132.3%
WMT vs QLD
+121.5%
+10.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +3.9% | +0.6% | +3.4% | +3.9% |
| 30D | -4.4% | -0.1% | -4.3% | -4.4% |
| 3M | -8.8% | -8.4% | -0.4% | -8.2% |
| 6M | -15.6% | +32.2% | -47.8% | -19.4% |
| YTD | -3.2% | +28.9% | -32.1% | -7.4% |
| 1Y | +7.0% | +43.8% | -36.8% | +0.4% |
| 3Y | +105.3% | +176.6% | -71.3% | +71.7% |
| All | +132.3% | +121.5% | +10.8% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling