-10.0%
ABT vs WM
+20.0%
-30.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +0.3% | -0.5% | +0.8% | +0.6% |
| 30D | +11.6% | +13.3% | -1.7% | +5.6% |
| 3M | +3.1% | +4.4% | -1.2% | +0.9% |
| 6M | +32.8% | +10.8% | +22.0% | +28.2% |
| YTD | -9.6% | +9.1% | -18.7% | -12.5% |
| All | -10.0% | +20.0% | -30.0% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling