-14.7%
ABT vs WST
+49.0%
-63.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -5.6% | +4.9% | -10.5% | -6.4% |
| 30D | +5.2% | +10.7% | -5.5% | +3.2% |
| 3M | -2.7% | +16.8% | -19.5% | -5.4% |
| 6M | +28.8% | +32.0% | -3.1% | +21.9% |
| YTD | -12.3% | +49.9% | -62.2% | -19.9% |
| 1Y | -14.7% | +50.6% | -65.3% | -22.4% |
| All | -14.7% | +49.0% | -63.7% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling