+27.4%
WMT vs ACI
-18.4%
+45.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | -0.1% | +2.6% |
| 7D | +8.8% | +4.5% | +4.3% | +7.7% |
| 30D | +22.9% | +20.9% | +2.1% | +18.0% |
| 3M | +16.1% | +15.2% | +0.8% | +12.3% |
| 6M | -0.5% | -13.3% | +12.9% | +3.2% |
| YTD | +16.7% | -16.2% | +32.9% | +21.6% |
| 1Y | +27.4% | -16.9% | +44.2% | +33.0% |
| All | +27.4% | -18.4% | +45.8% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling