+6,642.4%
ABT vs WEC
+3,978.4%
+2,664.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | +2.5% | -1.3% | +3.8% | +2.9% |
| 3M | +20.2% | -3.9% | +24.1% | +22.0% |
| 6M | -2.9% | -8.3% | +5.4% | +0.3% |
| YTD | -11.9% | +3.1% | -15.0% | -13.3% |
| 1Y | -16.5% | +1.9% | -18.5% | -17.6% |
| 3Y | +12.1% | +41.9% | -29.8% | -3.7% |
| 5Y | -7.4% | +30.8% | -38.2% | -18.4% |
| 10Y | +210.7% | +141.9% | +68.8% | +112.4% |
| All | +6,642.4% | +3,978.4% | +2,664.0% | +1,354.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling