-14.7%
ABT vs WAT
+19.9%
-34.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | 0.0% | -1.7% |
| 7D | -5.6% | +2.0% | -7.6% | -5.7% |
| 30D | +5.2% | +7.7% | -2.5% | +4.5% |
| 3M | -2.7% | +11.1% | -13.8% | -3.6% |
| 6M | +28.8% | +31.2% | -2.4% | +25.8% |
| YTD | -12.3% | +21.7% | -34.0% | -15.0% |
| 1Y | -14.7% | +19.3% | -34.0% | -17.0% |
| All | -14.7% | +19.9% | -34.6% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling