+197.1%
ABT vs WSM
+1,071.8%
-874.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | -5.9% | -0.5% | -5.4% | -5.8% |
| 30D | -8.1% | -7.7% | -0.4% | -7.2% |
| 3M | +14.5% | +3.8% | +10.8% | +14.0% |
| 6M | -6.3% | +22.7% | -29.0% | -8.7% |
| YTD | -17.1% | +28.0% | -45.1% | -19.7% |
| 1Y | -21.4% | +12.7% | -34.1% | -22.9% |
| 3Y | +5.9% | +231.3% | -225.3% | -13.4% |
| 5Y | -12.8% | +177.2% | -189.9% | -28.7% |
| All | +197.1% | +1,071.8% | -874.6% | +83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling