+130.8%
WMT vs COP
+195.6%
-64.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -0.2% | -0.5% | +0.2% | -0.2% |
| 30D | -5.8% | +11.7% | -17.6% | -6.7% |
| 3M | -10.8% | +17.7% | -28.4% | -12.1% |
| 6M | -14.3% | +18.3% | -32.7% | -15.8% |
| YTD | -4.4% | +49.1% | -53.5% | -7.9% |
| 1Y | +4.3% | +53.3% | -49.0% | +0.1% |
| 3Y | +100.1% | +22.2% | +77.9% | +93.8% |
| 5Y | +130.8% | +193.3% | -62.5% | +113.1% |
| All | +130.8% | +195.6% | -64.8% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling