+433.7%
WMT vs ACWI
+226.5%
+207.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -5.8% | -0.6% | -5.2% | -5.6% |
| 3M | -10.8% | +4.3% | -15.0% | -12.7% |
| 6M | -14.3% | +12.7% | -27.0% | -19.6% |
| YTD | -4.4% | +13.9% | -18.3% | -10.9% |
| 1Y | +4.3% | +20.5% | -16.2% | -5.7% |
| 3Y | +100.1% | +76.5% | +23.5% | +48.2% |
| 5Y | +130.8% | +67.5% | +63.3% | +73.8% |
| 10Y | +433.7% | +231.8% | +201.9% | +174.8% |
| All | +433.7% | +226.5% | +207.2% | +174.8% |
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