+627.1%
ABT vs WBD
+291.3%
+335.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | -2.1% | +5.0% | -7.1% | -2.8% |
| 3M | +17.4% | +6.2% | +11.2% | +16.4% |
| 6M | -2.4% | +0.6% | -3.0% | -2.6% |
| YTD | -14.2% | -2.4% | -11.8% | -14.0% |
| 1Y | -18.3% | +127.7% | -146.0% | -27.9% |
| 3Y | +11.5% | +148.4% | -136.9% | -6.6% |
| 5Y | -9.9% | +4.2% | -14.1% | -17.2% |
| 10Y | +204.4% | +10.8% | +193.6% | +152.7% |
| All | +627.1% | +291.3% | +335.8% | +351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling