+10,632.1%
WMT vs COO
+5,341.2%
+5,290.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -1.2% | -2.1% | +0.9% | -1.1% |
| 30D | +12.4% | +13.9% | -1.5% | +11.7% |
| 3M | +9.0% | -18.9% | +28.0% | +10.1% |
| 6M | -3.0% | +3.7% | -6.7% | -3.3% |
| YTD | +14.0% | -24.1% | +38.1% | +15.3% |
| 1Y | +23.0% | -14.2% | +37.2% | +23.7% |
| 3Y | +135.1% | -24.5% | +159.5% | +136.9% |
| 5Y | +172.7% | -40.4% | +213.2% | +177.1% |
| 10Y | +528.1% | +40.5% | +487.6% | +513.9% |
| All | +10,632.1% | +5,341.2% | +5,290.9% | +9,273.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling