+9,012.0%
WMT vs COP
+4,537.2%
+4,474.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +3.9% | +3.0% | +0.9% | +3.5% |
| 30D | -4.4% | +17.5% | -21.9% | -6.7% |
| 3M | -8.8% | +13.4% | -22.1% | -10.6% |
| 6M | -15.6% | +17.7% | -33.4% | -17.9% |
| YTD | -3.2% | +46.6% | -49.8% | -8.9% |
| 1Y | +7.0% | +44.6% | -37.6% | +0.8% |
| 3Y | +105.3% | +20.7% | +84.6% | +96.1% |
| 5Y | +129.3% | +185.0% | -55.8% | +88.5% |
| 10Y | +423.9% | +347.0% | +76.9% | +273.4% |
| All | +9,012.0% | +4,537.2% | +4,474.8% | +3,652.8% |
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