+240.6%
ABT vs W
+224.6%
+16.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.2% |
| 7D | +0.3% | +3.3% | -3.0% | 0.0% |
| 30D | +11.6% | +10.5% | +1.1% | +10.6% |
| 3M | +3.1% | +9.6% | -6.5% | +2.2% |
| 6M | +32.8% | +76.4% | -43.6% | +25.5% |
| YTD | -9.6% | +16.4% | -26.0% | -12.2% |
| 1Y | -10.4% | +9.3% | -19.7% | -12.6% |
| 3Y | +25.8% | +172.8% | -147.0% | +8.5% |
| 5Y | -3.4% | -53.4% | +49.9% | -9.0% |
| 10Y | +232.9% | +243.6% | -10.8% | +137.8% |
| All | +240.6% | +224.6% | +16.0% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling