+526.6%
WMT vs ACWI
+226.8%
+299.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -1.1% |
| 7D | -1.6% | +0.3% | -1.9% | -1.8% |
| 30D | +12.9% | -2.8% | +15.7% | +14.2% |
| 3M | +12.6% | -3.2% | +15.8% | +14.1% |
| 6M | -3.4% | +1.3% | -4.7% | -4.5% |
| YTD | +13.5% | +11.2% | +2.3% | +6.9% |
| 1Y | +23.5% | +13.8% | +9.8% | +14.9% |
| 3Y | +137.3% | +76.2% | +61.1% | +75.7% |
| 5Y | +167.9% | +59.5% | +108.4% | +106.7% |
| 10Y | +526.6% | +222.2% | +304.4% | +239.1% |
| All | +526.6% | +226.8% | +299.7% | +239.1% |
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