-9.4%
ABT vs WCC
+228.2%
-237.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -4.7% | +6.8% | -11.5% | -5.2% |
| 30D | -3.1% | -3.0% | -0.1% | -3.0% |
| 3M | +16.1% | +0.2% | +15.9% | +15.9% |
| 6M | -5.3% | +33.2% | -38.5% | -8.3% |
| YTD | -14.4% | +45.8% | -60.3% | -18.0% |
| 1Y | -18.4% | +68.4% | -86.8% | -23.1% |
| 3Y | +11.2% | +131.1% | -119.9% | -2.6% |
| 5Y | -9.4% | +225.6% | -235.0% | -27.4% |
| All | -9.4% | +228.2% | -237.6% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling