+135.9%
WMT vs QS
-74.9%
+210.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.3% |
| 7D | 0.0% | -3.6% | +3.7% | +0.1% |
| 30D | -7.4% | -17.2% | +9.8% | -7.2% |
| 3M | -10.9% | -27.0% | +16.1% | -10.6% |
| 6M | -12.7% | -24.6% | +11.9% | -12.6% |
| YTD | -3.2% | -49.3% | +46.1% | -2.5% |
| 1Y | +5.3% | -40.3% | +45.6% | +5.2% |
| 3Y | +101.9% | -23.8% | +125.7% | +95.5% |
| All | +135.9% | -74.9% | +210.8% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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