+795.6%
WMT vs ACWI
+356.8%
+438.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | +3.9% | +0.5% | +3.4% | +3.7% |
| 30D | -4.4% | +0.9% | -5.3% | -4.8% |
| 3M | -8.8% | +2.4% | -11.2% | -9.9% |
| 6M | -15.6% | +12.4% | -28.0% | -20.2% |
| YTD | -3.2% | +15.2% | -18.4% | -9.6% |
| 1Y | +7.0% | +22.7% | -15.7% | -3.0% |
| 3Y | +105.3% | +75.8% | +29.5% | +57.6% |
| 5Y | +129.3% | +67.7% | +61.5% | +77.9% |
| 10Y | +423.9% | +229.0% | +194.9% | +197.7% |
| All | +795.6% | +356.8% | +438.8% | +336.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling