+197.1%
ABT vs WBD
+15.0%
+182.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -5.9% | -0.7% | -5.1% | -5.8% |
| 30D | -8.1% | +1.4% | -9.5% | -8.2% |
| 3M | +14.5% | +4.4% | +10.1% | +14.0% |
| 6M | -6.3% | +0.8% | -7.1% | -6.4% |
| YTD | -17.1% | -2.7% | -14.4% | -17.0% |
| 1Y | -21.4% | +73.4% | -94.8% | -25.7% |
| 3Y | +5.9% | +142.1% | -136.2% | -6.1% |
| 5Y | -12.8% | +7.2% | -20.0% | -17.9% |
| All | +197.1% | +15.0% | +182.2% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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