+534.7%
WMT vs ACWI
+225.4%
+309.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | -1.2% | +2.7% | -3.9% | -2.4% |
| 30D | +12.4% | -2.6% | +15.0% | +13.6% |
| 3M | +9.0% | -3.2% | +12.2% | +10.5% |
| 6M | -3.0% | +1.9% | -4.8% | -4.3% |
| YTD | +14.0% | +11.3% | +2.6% | +7.3% |
| 1Y | +23.0% | +11.7% | +11.4% | +15.5% |
| 3Y | +135.1% | +74.4% | +60.7% | +74.9% |
| 5Y | +172.7% | +59.5% | +113.3% | +110.4% |
| All | +534.7% | +225.4% | +309.3% | +246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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