+99.8%
WMT vs COP
+20.1%
+79.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +0.1% | -0.8% | +1.0% | +0.2% |
| 30D | -5.0% | +15.6% | -20.5% | -6.1% |
| 3M | -11.3% | +14.3% | -25.6% | -12.4% |
| 6M | -13.8% | +17.0% | -30.8% | -15.2% |
| YTD | -4.2% | +47.4% | -51.6% | -7.8% |
| 1Y | +4.6% | +52.4% | -47.8% | +0.3% |
| All | +99.8% | +20.1% | +79.7% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling