+421.1%
WMT vs ACN
+91.1%
+330.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | -2.5% | -7.9% | +5.4% | -0.8% |
| 30D | -6.4% | -1.1% | -5.4% | -6.3% |
| 3M | -12.1% | +5.6% | -17.7% | -13.7% |
| 6M | -15.0% | -9.9% | -5.0% | -14.0% |
| YTD | -4.5% | -32.3% | +27.8% | +2.8% |
| 1Y | +6.2% | -25.3% | +31.5% | +11.0% |
| 3Y | +99.9% | -42.3% | +142.1% | +120.2% |
| 5Y | +131.4% | -43.5% | +174.9% | +150.9% |
| All | +421.1% | +91.1% | +330.0% | +295.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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