+428.1%
WMT vs COF
+248.6%
+179.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.3% |
| 7D | 0.0% | -5.1% | +5.2% | +0.6% |
| 30D | -7.4% | -6.0% | -1.4% | -6.8% |
| 3M | -10.9% | +14.8% | -25.7% | -12.3% |
| 6M | -12.7% | +15.3% | -28.0% | -14.2% |
| YTD | -3.2% | -13.0% | +9.8% | -2.1% |
| 1Y | +5.3% | -5.7% | +11.0% | +5.3% |
| 3Y | +101.9% | +118.1% | -16.3% | +82.0% |
| 5Y | +134.6% | +46.2% | +88.3% | +117.8% |
| All | +428.1% | +248.6% | +179.4% | +335.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 10y: compounded portfolio wealth divided by compounded COF 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…
10y analysis · Full analysis span regression · 6 months rolling