+230.2%
ABT vs WM
+331.3%
-101.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.7% |
| 7D | -5.6% | +1.2% | -6.8% | -6.2% |
| 30D | +5.2% | +15.2% | -10.1% | -2.6% |
| 3M | -2.7% | +8.3% | -11.0% | -7.0% |
| 6M | +28.8% | +13.1% | +15.7% | +20.4% |
| YTD | -12.3% | +12.5% | -24.8% | -18.2% |
| 1Y | -14.7% | +21.8% | -36.5% | -23.9% |
| 3Y | +21.6% | +48.8% | -27.2% | -5.2% |
| 5Y | -7.8% | +62.1% | -69.8% | -32.6% |
| All | +230.2% | +331.3% | -101.1% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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