+827.7%
WMT vs ACN
+1,705.6%
-877.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.5% |
| 7D | +3.9% | -1.5% | +5.5% | +4.2% |
| 30D | -4.4% | +9.4% | -13.8% | -6.1% |
| 3M | -8.8% | +5.6% | -14.4% | -10.4% |
| 6M | -15.6% | -9.3% | -6.4% | -15.1% |
| YTD | -3.2% | -29.0% | +25.8% | +1.7% |
| 1Y | +7.0% | -24.7% | +31.7% | +10.9% |
| 3Y | +105.3% | -39.8% | +145.1% | +120.4% |
| 5Y | +129.3% | -40.9% | +170.2% | +143.6% |
| 10Y | +423.9% | +91.1% | +332.8% | +333.0% |
| All | +827.7% | +1,705.6% | -877.9% | +403.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling