-7.4%
ABT vs WAB
+214.2%
-221.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -1.3% | +5.1% | -6.3% | -2.4% |
| 30D | +6.0% | +4.0% | +2.0% | +5.0% |
| 3M | -1.9% | +0.1% | -2.0% | -2.1% |
| 6M | +31.2% | +12.8% | +18.4% | +26.9% |
| YTD | -11.2% | +40.1% | -51.3% | -18.7% |
| 1Y | -14.0% | +46.4% | -60.3% | -22.1% |
| 3Y | +20.7% | +167.4% | -146.7% | -12.2% |
| All | -7.4% | +214.2% | -221.6% | -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