+201.2%
ABT vs W
+155.6%
+45.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.6% |
| 7D | -5.0% | +0.5% | -5.5% | -5.0% |
| 30D | -5.8% | -5.6% | -0.2% | -5.4% |
| 3M | +16.7% | +41.9% | -25.2% | +12.4% |
| 6M | -5.2% | +30.2% | -35.5% | -8.5% |
| YTD | -16.0% | -2.9% | -13.0% | -17.1% |
| 1Y | -18.3% | +11.6% | -29.8% | -20.7% |
| 3Y | +9.2% | +37.0% | -27.7% | -0.3% |
| 5Y | -11.6% | -62.8% | +51.3% | -14.6% |
| All | +201.2% | +155.6% | +45.6% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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