+4,333.2%
WMT vs COF
+5,523.6%
-1,190.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | -2.5% | -6.1% | +3.6% | -1.5% |
| 30D | -6.4% | -5.2% | -1.3% | -5.6% |
| 3M | -12.1% | +17.0% | -29.1% | -14.4% |
| 6M | -15.0% | +12.9% | -27.9% | -16.9% |
| YTD | -4.5% | -13.5% | +9.1% | -2.9% |
| 1Y | +6.2% | -5.9% | +12.0% | +6.3% |
| 3Y | +99.9% | +117.1% | -17.2% | +71.7% |
| 5Y | +131.4% | +45.4% | +86.1% | +107.8% |
| 10Y | +433.2% | +244.1% | +189.1% | +289.8% |
| All | +4,333.2% | +5,523.6% | -1,190.4% | +1,424.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling