+5.9%
ABT vs WST
-11.3%
+17.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.4% |
| 7D | -5.9% | +1.8% | -7.7% | -6.0% |
| 30D | -8.1% | -1.7% | -6.4% | -8.0% |
| 3M | +14.5% | +4.9% | +9.7% | +14.2% |
| 6M | -6.3% | +45.5% | -51.8% | -8.3% |
| YTD | -17.1% | +26.1% | -43.2% | -18.4% |
| 1Y | -21.4% | +31.7% | -53.1% | -22.8% |
| 3Y | +5.9% | -12.1% | +18.0% | +2.8% |
| All | +5.9% | -11.3% | +17.2% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling