+168.5%
WMT vs QLD
+66.7%
+101.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.3% | -2.0% |
| 7D | +1.6% | -10.3% | +11.9% | +2.7% |
| 30D | +16.1% | -26.1% | +42.1% | +19.6% |
| 3M | +12.3% | -17.8% | +30.0% | +14.2% |
| 6M | -3.1% | -15.6% | +12.5% | -2.3% |
| YTD | +13.4% | +5.4% | +8.0% | +10.6% |
| 1Y | +24.5% | +5.2% | +19.3% | +21.2% |
| 3Y | +135.7% | +139.4% | -3.8% | +99.9% |
| All | +168.5% | +66.7% | +101.8% | +116.9% |
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