+212.1%
ABT vs WM
+305.9%
-93.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -3.7% | -0.3% | -3.4% | -3.5% |
| 30D | +2.5% | -2.4% | +4.9% | +3.8% |
| 3M | +20.2% | +0.4% | +19.8% | +19.9% |
| 6M | -2.9% | -9.5% | +6.6% | +2.1% |
| YTD | -11.9% | +0.5% | -12.4% | -12.6% |
| 1Y | -16.5% | -1.1% | -15.5% | -16.7% |
| 3Y | +12.1% | +46.0% | -33.9% | -12.1% |
| 5Y | -7.4% | +51.8% | -59.2% | -30.0% |
| All | +212.1% | +305.9% | -93.8% | +41.8% |
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