+862.3%
ABT vs WCC
+1,713.7%
-851.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.9% |
| 7D | -3.7% | +4.5% | -8.2% | -4.2% |
| 30D | +2.5% | -5.8% | +8.3% | +3.1% |
| 3M | +20.2% | -3.7% | +23.8% | +20.1% |
| 6M | -2.9% | +23.1% | -26.0% | -6.1% |
| YTD | -11.9% | +44.2% | -56.1% | -16.6% |
| 1Y | -16.5% | +62.1% | -78.6% | -22.3% |
| 3Y | +12.1% | +121.1% | -109.0% | -2.2% |
| 5Y | -7.4% | +214.0% | -221.4% | -24.2% |
| 10Y | +210.7% | +472.8% | -262.1% | +122.8% |
| All | +862.3% | +1,713.7% | -851.4% | +410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling