+534.7%
WMT vs COO
+40.1%
+494.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -1.2% | -2.1% | +0.9% | -0.8% |
| 30D | +12.4% | +13.9% | -1.5% | +9.6% |
| 3M | +9.0% | -18.9% | +28.0% | +13.1% |
| 6M | -3.0% | +3.7% | -6.7% | -4.3% |
| YTD | +14.0% | -24.1% | +38.1% | +19.3% |
| 1Y | +23.0% | -14.2% | +37.2% | +25.4% |
| 3Y | +135.1% | -24.5% | +159.5% | +140.9% |
| 5Y | +172.7% | -40.4% | +213.2% | +190.9% |
| All | +534.7% | +40.1% | +494.6% | +456.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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