-2.3%
WMT vs COP
+21.7%
-24.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.5% |
| 7D | +2.0% | +4.4% | -2.4% | +1.9% |
| 30D | +10.3% | 0.0% | +10.3% | +9.9% |
| 3M | +11.0% | +15.0% | -4.1% | +7.9% |
| 6M | -2.3% | +22.0% | -24.3% | -7.1% |
| All | -2.3% | +21.7% | -24.1% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling