+228.3%
ABT vs WST
+446.4%
-218.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.0% | +1.4% | -0.4% | +0.6% |
| 30D | +11.6% | +12.7% | -1.1% | +8.2% |
| 3M | +2.3% | +17.2% | -14.8% | -1.8% |
| 6M | +32.7% | +26.7% | +6.1% | +24.6% |
| YTD | -9.6% | +50.3% | -59.9% | -19.3% |
| 1Y | -10.1% | +50.2% | -60.3% | -19.8% |
| 3Y | +25.2% | +21.7% | +3.5% | +8.9% |
| 5Y | -4.5% | +2.0% | -6.6% | -13.5% |
| 10Y | +228.3% | +451.1% | -222.8% | +38.3% |
| All | +228.3% | +446.4% | -218.1% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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