-11.6%
ABT vs WBD
+5.3%
-16.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | -5.0% | -0.6% | -4.4% | -4.9% |
| 30D | -5.8% | +4.2% | -10.0% | -6.1% |
| 3M | +16.7% | +7.5% | +9.2% | +16.0% |
| 6M | -5.2% | +1.6% | -6.8% | -5.4% |
| YTD | -16.0% | -2.2% | -13.8% | -15.9% |
| 1Y | -18.3% | +124.9% | -143.1% | -23.9% |
| 3Y | +9.2% | +149.1% | -139.9% | -1.5% |
| 5Y | -11.6% | +7.8% | -19.4% | -16.5% |
| All | -11.6% | +5.3% | -16.9% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling