+1,187.4%
ABT vs WCN
+6,839.3%
-5,651.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.2% |
| 7D | -3.7% | -0.6% | -3.0% | -3.6% |
| 30D | +2.5% | +0.4% | +2.0% | +2.4% |
| 3M | +20.2% | +7.3% | +12.9% | +18.7% |
| 6M | -2.9% | -2.5% | -0.4% | -2.6% |
| YTD | -11.9% | -5.4% | -6.6% | -11.3% |
| 1Y | -16.5% | -8.5% | -8.1% | -15.4% |
| 3Y | +12.1% | +20.8% | -8.7% | +8.1% |
| 5Y | -7.4% | +30.0% | -37.4% | -11.9% |
| 10Y | +210.7% | +238.4% | -27.7% | +160.0% |
| All | +1,187.4% | +6,839.3% | -5,651.9% | +778.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling