+949.2%
WMT vs ACWI
+330.0%
+619.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.6% | -2.4% | +4.0% | +2.7% |
| 30D | +16.1% | -5.2% | +21.2% | +18.7% |
| 3M | +12.3% | -4.8% | +17.1% | +14.6% |
| 6M | -3.1% | -1.3% | -1.8% | -3.0% |
| YTD | +13.4% | +8.4% | +5.0% | +8.6% |
| 1Y | +24.5% | +11.0% | +13.5% | +17.9% |
| 3Y | +135.7% | +70.6% | +65.1% | +83.1% |
| 5Y | +166.8% | +55.3% | +111.5% | +114.0% |
| 10Y | +543.5% | +223.2% | +320.3% | +268.3% |
| All | +949.2% | +330.0% | +619.3% | +424.5% |
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