+10,793.7%
WMT vs COO
+5,381.5%
+5,412.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | +2.0% | +0.5% | +1.6% | +2.0% |
| 30D | +10.3% | +14.2% | -3.9% | +9.6% |
| 3M | +11.0% | -18.2% | +29.2% | +12.0% |
| 6M | -2.3% | +5.3% | -7.7% | -2.7% |
| YTD | +15.7% | -23.6% | +39.3% | +17.0% |
| 1Y | +26.0% | -12.7% | +38.7% | +26.5% |
| 3Y | +136.5% | -24.2% | +160.7% | +138.3% |
| 5Y | +176.8% | -40.0% | +216.8% | +181.2% |
| 10Y | +537.5% | +41.6% | +496.0% | +522.9% |
| All | +10,793.7% | +5,381.5% | +5,412.2% | +9,410.7% |
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