-9.4%
ABT vs WAB
+224.0%
-233.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -4.7% | +0.2% | -5.0% | -4.8% |
| 30D | -3.1% | -4.6% | +1.4% | -2.2% |
| 3M | +16.1% | +5.6% | +10.5% | +14.3% |
| 6M | -5.3% | +13.8% | -19.1% | -8.6% |
| YTD | -14.4% | +31.9% | -46.3% | -20.4% |
| 1Y | -18.4% | +48.3% | -66.7% | -26.3% |
| 3Y | +11.2% | +167.1% | -155.9% | -18.9% |
| 5Y | -9.4% | +222.9% | -232.3% | -39.2% |
| All | -9.4% | +224.0% | -233.3% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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