+10,793.7%
WMT vs COP
+4,814.2%
+5,979.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.3% |
| 7D | +2.0% | +4.4% | -2.4% | +1.4% |
| 30D | +10.3% | 0.0% | +10.3% | +10.2% |
| 3M | +11.0% | +15.0% | -4.1% | +8.5% |
| 6M | -2.3% | +22.0% | -24.3% | -5.4% |
| YTD | +15.7% | +55.3% | -39.6% | +7.8% |
| 1Y | +26.0% | +64.1% | -38.2% | +16.4% |
| 3Y | +136.5% | +34.1% | +102.4% | +122.4% |
| 5Y | +176.8% | +133.4% | +43.5% | +134.7% |
| 10Y | +537.5% | +338.6% | +198.9% | +357.1% |
| All | +10,793.7% | +4,814.2% | +5,979.5% | +4,341.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling