+2,449.8%
ABT vs WAB
+4,092.2%
-1,642.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -3.7% | -3.2% | -0.5% | -3.2% |
| 30D | +2.5% | -4.4% | +6.9% | +3.1% |
| 3M | +20.2% | +7.9% | +12.3% | +18.7% |
| 6M | -2.9% | +8.7% | -11.6% | -4.4% |
| YTD | -11.9% | +33.0% | -44.9% | -15.8% |
| 1Y | -16.5% | +46.7% | -63.2% | -21.4% |
| 3Y | +12.1% | +153.0% | -140.9% | -3.4% |
| 5Y | -7.4% | +222.3% | -229.7% | -23.3% |
| 10Y | +210.7% | +291.0% | -80.3% | +141.1% |
| All | +2,449.8% | +4,092.2% | -1,642.4% | +1,411.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling