-16.5%
ABT vs WSM
+19.9%
-36.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.8% |
| 7D | -3.7% | -3.3% | -0.4% | -3.2% |
| 30D | +2.5% | -8.4% | +10.9% | +3.9% |
| 3M | +20.2% | +9.7% | +10.5% | +18.4% |
| 6M | -2.9% | +16.7% | -19.6% | -5.4% |
| YTD | -11.9% | +28.7% | -40.6% | -14.7% |
| 1Y | -16.5% | +13.7% | -30.2% | -19.6% |
| All | -16.5% | +19.9% | -36.4% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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