+178.4%
WMT vs QLD
+80.9%
+97.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.8% |
| 7D | +2.0% | +7.0% | -5.0% | +1.3% |
| 30D | +10.3% | -14.3% | +24.6% | +11.8% |
| 3M | +11.0% | -16.0% | +27.0% | +12.6% |
| 6M | -2.3% | -14.2% | +11.9% | -1.6% |
| YTD | +15.7% | +12.8% | +2.9% | +12.0% |
| 1Y | +26.0% | +14.1% | +11.9% | +21.5% |
| 3Y | +136.5% | +146.0% | -9.5% | +100.1% |
| All | +178.4% | +80.9% | +97.5% | +123.5% |
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 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