-7.0%
ABT vs WST
-25.7%
+18.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -3.7% | +0.7% | -4.4% | -3.8% |
| 30D | +2.5% | -3.1% | +5.6% | +2.9% |
| 3M | +20.2% | +7.2% | +13.0% | +18.8% |
| 6M | -2.9% | +36.8% | -39.7% | -7.9% |
| YTD | -11.9% | +23.8% | -35.8% | -15.2% |
| 1Y | -16.5% | +37.8% | -54.3% | -21.2% |
| 3Y | +12.1% | -15.9% | +28.0% | +12.4% |
| All | -7.0% | -25.7% | +18.7% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling