+201.2%
ABT vs WAT
+166.5%
+34.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -5.0% | -2.9% | -2.1% | -4.1% |
| 30D | -5.8% | -3.2% | -2.6% | -4.9% |
| 3M | +16.7% | +10.6% | +6.2% | +12.7% |
| 6M | -5.2% | +34.0% | -39.3% | -15.1% |
| YTD | -16.0% | +5.7% | -21.7% | -18.9% |
| 1Y | -18.3% | +37.1% | -55.3% | -28.4% |
| 3Y | +9.2% | +52.4% | -43.2% | -13.9% |
| 5Y | -11.6% | -4.4% | -7.1% | -16.4% |
| All | +201.2% | +166.5% | +34.7% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling