+2,412.8%
ABT vs WAT
+12,225.3%
-9,812.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | 0.0% | -1.5% |
| 7D | -5.6% | +2.0% | -7.6% | -5.9% |
| 30D | +5.2% | +7.7% | -2.5% | +3.7% |
| 3M | -2.7% | +11.1% | -13.8% | -4.6% |
| 6M | +28.8% | +31.2% | -2.4% | +22.4% |
| YTD | -12.3% | +21.7% | -34.0% | -16.1% |
| 1Y | -14.7% | +19.3% | -34.0% | -18.1% |
| 3Y | +21.6% | +80.6% | -59.0% | +6.4% |
| 5Y | -7.8% | +29.5% | -37.3% | -15.1% |
| 10Y | +222.5% | +225.3% | -2.8% | +156.2% |
| All | +2,412.8% | +12,225.3% | -9,812.5% | +1,256.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling