+197.1%
ABT vs WCN
+235.9%
-38.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -5.9% | -3.1% | -2.8% | -4.3% |
| 30D | -8.1% | -3.4% | -4.7% | -6.4% |
| 3M | +14.5% | +3.0% | +11.6% | +12.8% |
| 6M | -6.3% | -3.8% | -2.5% | -4.7% |
| YTD | -17.1% | -8.3% | -8.8% | -13.9% |
| 1Y | -21.4% | -9.7% | -11.6% | -17.7% |
| 3Y | +5.9% | +17.2% | -11.2% | -6.4% |
| 5Y | -12.8% | +25.3% | -38.0% | -27.2% |
| All | +197.1% | +235.9% | -38.8% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling