+153.1%
WMT vs QS
-47.0%
+200.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.6% | +6.4% | -0.2% |
| 7D | -0.2% | -4.2% | +4.0% | -0.2% |
| 30D | -5.8% | -15.7% | +9.8% | -5.7% |
| 3M | -10.8% | -28.7% | +17.9% | -10.6% |
| 6M | -14.3% | -23.2% | +8.9% | -14.3% |
| YTD | -4.4% | -49.9% | +45.5% | -4.0% |
| 1Y | +4.3% | -38.8% | +43.1% | +4.3% |
| 3Y | +100.1% | -24.0% | +124.1% | +97.1% |
| 5Y | +130.8% | -75.6% | +206.4% | +127.9% |
| All | +153.1% | -47.0% | +200.1% | +154.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling