+869.9%
ABT vs WCC
+1,563.0%
-693.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.8% | +1.4% |
| 7D | -1.3% | +9.9% | -11.2% | -2.3% |
| 30D | +6.0% | -8.4% | +14.5% | +6.7% |
| 3M | -1.9% | -10.3% | +8.5% | -1.3% |
| 6M | +31.2% | -10.5% | +41.7% | +31.3% |
| YTD | -11.2% | +32.2% | -43.4% | -15.5% |
| 1Y | -14.0% | +25.5% | -39.5% | -17.7% |
| 3Y | +20.7% | +134.7% | -114.0% | +4.0% |
| 5Y | -6.7% | +139.9% | -146.6% | -21.5% |
| 10Y | +226.3% | +433.5% | -207.2% | +135.0% |
| All | +869.9% | +1,563.0% | -693.1% | +417.2% |
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