+130.8%
WMT vs ACN
-44.1%
+174.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | -0.2% | -6.3% | +6.1% | +0.6% |
| 30D | -5.8% | -1.4% | -4.5% | -5.7% |
| 3M | -10.8% | +2.6% | -13.3% | -11.4% |
| 6M | -14.3% | -14.3% | 0.0% | -13.0% |
| YTD | -4.4% | -33.1% | +28.7% | +0.9% |
| 1Y | +4.3% | -28.8% | +33.1% | +8.6% |
| 3Y | +100.1% | -43.0% | +143.0% | +115.7% |
| 5Y | +130.8% | -44.0% | +174.8% | +137.4% |
| All | +130.8% | -44.1% | +174.9% | +137.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling