+20.7%
ABT vs WM
+48.6%
-27.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | +3.2% | -4.5% | -2.5% |
| 30D | +6.0% | +13.0% | -7.0% | +1.2% |
| 3M | -1.9% | +9.2% | -11.1% | -5.2% |
| 6M | +31.2% | +13.6% | +17.5% | +25.3% |
| YTD | -11.2% | +12.4% | -23.6% | -15.2% |
| 1Y | -14.0% | +21.2% | -35.2% | -19.9% |
| 3Y | +20.7% | +48.7% | -28.0% | +7.0% |
| All | +20.7% | +48.6% | -27.9% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling