+135.9%
WMT vs COPX
+163.4%
-27.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | 0.0% | -2.3% | +2.4% | +0.1% |
| 30D | -7.4% | +0.3% | -7.7% | -7.5% |
| 3M | -10.9% | +6.8% | -17.7% | -11.4% |
| 6M | -12.7% | +7.9% | -20.6% | -13.7% |
| YTD | -3.2% | +23.7% | -26.9% | -5.7% |
| 1Y | +5.3% | +71.5% | -66.3% | -0.8% |
| 3Y | +101.9% | +149.1% | -47.2% | +80.3% |
| All | +135.9% | +163.4% | -27.5% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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