-10.0%
ABT vs W
-62.9%
+52.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -4.7% | +5.9% | -10.6% | -5.1% |
| 30D | -3.1% | -3.0% | -0.1% | -3.0% |
| 3M | +16.1% | +40.3% | -24.2% | +13.1% |
| 6M | -5.3% | +32.2% | -37.6% | -7.7% |
| YTD | -14.4% | -0.3% | -14.2% | -15.4% |
| 1Y | -18.4% | +16.2% | -34.6% | -20.3% |
| 3Y | +11.2% | +40.7% | -29.5% | +4.2% |
| All | -10.0% | -62.9% | +52.9% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling