+11.5%
ABT vs W
+44.2%
-32.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.6% |
| 7D | -3.1% | +6.5% | -9.6% | -3.3% |
| 30D | -2.1% | -6.2% | +4.1% | -2.0% |
| 3M | +17.4% | +48.9% | -31.4% | +15.5% |
| 6M | -2.4% | +31.2% | -33.6% | -3.7% |
| YTD | -14.2% | -0.4% | -13.8% | -14.8% |
| 1Y | -18.3% | +14.8% | -33.2% | -19.3% |
| 3Y | +11.5% | +40.5% | -29.0% | +8.6% |
| All | +11.5% | +44.2% | -32.6% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling