-18.3%
ABT vs WCC
+62.7%
-81.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -2.0% |
| 7D | -5.0% | +1.7% | -6.7% | -4.9% |
| 30D | -5.8% | -6.1% | +0.3% | -6.2% |
| 3M | +16.7% | +3.1% | +13.7% | +17.1% |
| 6M | -5.2% | +28.2% | -33.5% | -6.2% |
| YTD | -16.0% | +41.1% | -57.1% | -17.2% |
| 1Y | -18.3% | +61.3% | -79.5% | -20.4% |
| All | -18.3% | +62.7% | -81.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling