+6,784.1%
ABT vs WM
+28,547.2%
-21,763.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.2% | -2.9% |
| 7D | +3.5% | +1.2% | +2.3% | +3.3% |
| 30D | +12.0% | +13.1% | -1.0% | +9.7% |
| 3M | +2.5% | +3.6% | -1.2% | +1.8% |
| 6M | +29.1% | +8.1% | +21.0% | +27.4% |
| YTD | -10.1% | +8.9% | -19.0% | -11.4% |
| 1Y | -9.8% | +20.3% | -30.2% | -12.7% |
| 3Y | +23.3% | +46.2% | -22.9% | +15.3% |
| 5Y | -2.4% | +59.9% | -62.3% | -10.0% |
| 10Y | +239.4% | +345.6% | -106.2% | +170.9% |
| All | +6,784.1% | +28,547.2% | -21,763.1% | +4,155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling