+210.6%
ABT vs WST
+326.7%
-116.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | -3.1% | -0.3% | -2.9% | -3.1% |
| 30D | -2.1% | -4.6% | +2.5% | -1.0% |
| 3M | +17.4% | +5.7% | +11.7% | +15.5% |
| 6M | -2.4% | +37.6% | -40.0% | -10.7% |
| YTD | -14.2% | +23.0% | -37.3% | -19.4% |
| 1Y | -18.3% | +33.8% | -52.2% | -25.3% |
| 3Y | +11.5% | -13.4% | +24.9% | +7.6% |
| 5Y | -9.9% | -27.0% | +17.1% | -8.8% |
| All | +210.6% | +326.7% | -116.1% | +48.7% |
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