+99.4%
WMT vs ACI
-45.1%
+144.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.3% |
| 7D | -0.2% | -5.0% | +4.8% | +0.9% |
| 30D | -5.8% | -2.3% | -3.5% | -5.4% |
| 3M | -10.8% | -23.2% | +12.4% | -6.3% |
| 6M | -14.3% | -29.5% | +15.1% | -8.2% |
| YTD | -4.4% | -28.6% | +24.2% | +2.0% |
| 1Y | +4.3% | -34.0% | +38.4% | +12.7% |
| All | +99.4% | -45.1% | +144.4% | +124.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling