+421.1%
WMT vs COP
+344.8%
+76.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -2.5% | +1.0% | -3.5% | -2.6% |
| 30D | -6.4% | +9.6% | -16.0% | -7.2% |
| 3M | -12.1% | +15.0% | -27.2% | -13.3% |
| 6M | -15.0% | +21.8% | -36.7% | -16.6% |
| YTD | -4.5% | +49.6% | -54.1% | -8.1% |
| 1Y | +6.2% | +49.9% | -43.7% | +2.1% |
| 3Y | +99.9% | +22.6% | +77.3% | +94.1% |
| 5Y | +131.4% | +193.6% | -62.2% | +106.3% |
| All | +421.1% | +344.8% | +76.2% | +353.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling