-9.9%
ABT vs WM
+53.3%
-63.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | -3.1% | -0.9% | -2.2% | -2.8% |
| 30D | -2.1% | -4.3% | +2.2% | -0.3% |
| 3M | +17.4% | +0.8% | +16.7% | +17.2% |
| 6M | -2.4% | -10.8% | +8.4% | +2.2% |
| YTD | -14.2% | -0.1% | -14.2% | -14.5% |
| 1Y | -18.3% | +1.0% | -19.4% | -19.0% |
| 3Y | +11.5% | +45.1% | -33.6% | -8.3% |
| 5Y | -9.9% | +52.1% | -62.0% | -30.3% |
| All | -9.9% | +53.3% | -63.2% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling