-9.9%
ABT vs WEC
+34.9%
-44.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.0% |
| 7D | -3.1% | +0.8% | -3.9% | -3.5% |
| 30D | -2.1% | +0.3% | -2.5% | -2.4% |
| 3M | +17.4% | -2.9% | +20.4% | +18.8% |
| 6M | -2.4% | -5.9% | +3.5% | 0.0% |
| YTD | -14.2% | +4.1% | -18.4% | -16.1% |
| 1Y | -18.3% | +3.1% | -21.5% | -19.9% |
| 3Y | +11.5% | +40.8% | -29.3% | -4.9% |
| 5Y | -9.9% | +31.7% | -41.6% | -21.8% |
| All | -9.9% | +34.9% | -44.8% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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