+232.9%
ABT vs WM
+339.4%
-106.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.2% | -2.1% |
| 7D | +3.5% | +1.2% | +2.3% | +2.9% |
| 30D | +12.0% | +13.1% | -1.0% | +4.8% |
| 3M | +2.5% | +3.6% | -1.2% | +0.4% |
| 6M | +29.1% | +8.1% | +21.0% | +23.7% |
| YTD | -10.1% | +8.9% | -19.0% | -14.7% |
| 1Y | -9.8% | +20.3% | -30.2% | -19.0% |
| 3Y | +23.3% | +46.2% | -22.9% | -3.0% |
| 5Y | -2.4% | +59.9% | -62.3% | -28.2% |
| All | +232.9% | +339.4% | -106.6% | +45.5% |
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