+421.1%
WMT vs ACM
+131.7%
+289.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.1% |
| 7D | -2.5% | -5.9% | +3.4% | -1.7% |
| 30D | -6.4% | -6.2% | -0.2% | -5.8% |
| 3M | -12.1% | -7.9% | -4.2% | -11.5% |
| 6M | -15.0% | -30.6% | +15.7% | -11.3% |
| YTD | -4.5% | -33.3% | +28.8% | -0.3% |
| 1Y | +6.2% | -49.2% | +55.4% | +15.2% |
| 3Y | +99.9% | -23.5% | +123.3% | +102.2% |
| 5Y | +131.4% | +0.9% | +130.5% | +122.8% |
| All | +421.1% | +131.7% | +289.4% | +329.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling