+9,012.0%
WMT vs COO
+5,988.7%
+3,023.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | +3.9% | -2.2% | +6.1% | +4.0% |
| 30D | -4.4% | -7.0% | +2.6% | -4.1% |
| 3M | -8.8% | +12.2% | -21.0% | -9.3% |
| 6M | -15.6% | -15.1% | -0.5% | -15.0% |
| YTD | -3.2% | -15.1% | +11.9% | -2.5% |
| 1Y | +7.0% | +2.3% | +4.7% | +6.7% |
| 3Y | +105.3% | -23.7% | +129.0% | +106.9% |
| 5Y | +129.3% | -38.9% | +168.2% | +132.7% |
| 10Y | +423.9% | +49.9% | +374.0% | +410.5% |
| All | +9,012.0% | +5,988.7% | +3,023.3% | +7,821.0% |
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