+135.9%
WMT vs COST
+104.4%
+31.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.2% |
| 7D | 0.0% | -1.2% | +1.2% | +0.7% |
| 30D | -7.4% | -4.7% | -2.7% | -4.8% |
| 3M | -10.9% | -7.1% | -3.7% | -7.1% |
| 6M | -12.7% | -8.5% | -4.1% | -8.1% |
| YTD | -3.2% | +5.4% | -8.6% | -5.2% |
| 1Y | +5.3% | -5.6% | +10.9% | +8.9% |
| 3Y | +101.9% | +68.5% | +33.4% | +59.1% |
| All | +135.9% | +104.4% | +31.5% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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