+191.0%
WMT vs ACI
+17.4%
+173.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -2.5% | -7.1% | +4.6% | -1.3% |
| 30D | -6.4% | -4.5% | -1.9% | -5.7% |
| 3M | -12.1% | -22.3% | +10.2% | -8.9% |
| 6M | -15.0% | -28.4% | +13.5% | -10.6% |
| YTD | -4.5% | -29.5% | +25.0% | +0.5% |
| 1Y | +6.2% | -34.2% | +40.4% | +12.8% |
| 3Y | +99.9% | -45.7% | +145.5% | +117.5% |
| 5Y | +131.4% | -40.8% | +172.2% | +146.7% |
| All | +191.0% | +17.4% | +173.6% | +182.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling