+230.2%
ABT vs WAT
+223.8%
+6.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | 0.0% | -1.3% |
| 7D | -5.6% | +2.0% | -7.6% | -6.2% |
| 30D | +5.2% | +7.7% | -2.5% | +2.5% |
| 3M | -2.7% | +11.1% | -13.8% | -6.3% |
| 6M | +28.8% | +31.2% | -2.4% | +17.0% |
| YTD | -12.3% | +21.7% | -34.0% | -19.3% |
| 1Y | -14.7% | +19.3% | -34.0% | -21.1% |
| 3Y | +21.6% | +80.6% | -59.0% | -9.7% |
| 5Y | -7.8% | +29.5% | -37.3% | -22.6% |
| All | +230.2% | +223.8% | +6.4% | +73.7% |
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