+130.8%
WMT vs COO
-44.2%
+175.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.2% | +6.0% | +0.8% |
| 7D | -0.2% | -9.0% | +8.7% | +1.2% |
| 30D | -5.8% | -16.8% | +11.0% | -3.2% |
| 3M | -10.8% | -7.5% | -3.3% | -9.8% |
| 6M | -14.3% | -16.3% | +1.9% | -12.2% |
| YTD | -4.4% | -22.5% | +18.1% | -0.9% |
| 1Y | +4.3% | -7.0% | +11.3% | +4.7% |
| 3Y | +100.1% | -27.5% | +127.5% | +106.0% |
| 5Y | +130.8% | -43.3% | +174.1% | +143.1% |
| All | +130.8% | -44.2% | +175.0% | +143.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling