+130.8%
WMT vs ACI
-43.7%
+174.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.3% |
| 7D | -0.2% | -5.0% | +4.8% | +0.8% |
| 30D | -5.8% | -2.3% | -3.5% | -5.4% |
| 3M | -10.8% | -23.2% | +12.4% | -6.5% |
| 6M | -14.3% | -29.5% | +15.1% | -8.7% |
| YTD | -4.4% | -28.6% | +24.2% | +1.6% |
| 1Y | +4.3% | -34.0% | +38.4% | +12.3% |
| 3Y | +100.1% | -45.0% | +145.0% | +121.9% |
| 5Y | +130.8% | -44.0% | +174.8% | +150.2% |
| All | +130.8% | -43.7% | +174.5% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling