-7.0%
ABT vs WAT
-3.2%
-3.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -3.7% | -1.3% | -2.4% | -3.4% |
| 30D | +2.5% | +2.3% | +0.1% | +1.9% |
| 3M | +20.2% | +8.7% | +11.4% | +17.5% |
| 6M | -2.9% | +28.3% | -31.2% | -9.5% |
| YTD | -11.9% | +7.8% | -19.7% | -14.5% |
| 1Y | -16.5% | +36.6% | -53.1% | -24.4% |
| 3Y | +12.1% | +45.7% | -33.6% | -6.0% |
| All | -7.0% | -3.2% | -3.8% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling