+100.5%
WMT vs COO
-23.3%
+123.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.7% |
| 7D | +0.1% | -2.3% | +2.4% | +0.4% |
| 30D | -5.0% | -8.8% | +3.9% | -3.9% |
| 3M | -11.3% | +1.3% | -12.6% | -11.4% |
| 6M | -13.8% | -11.6% | -2.2% | -12.7% |
| YTD | -4.2% | -17.4% | +13.2% | -2.3% |
| 1Y | +4.6% | -1.6% | +6.2% | +4.2% |
| 3Y | +100.5% | -22.6% | +123.1% | +103.0% |
| All | +100.5% | -23.3% | +123.8% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling