-4.2%
ABT vs WST
-0.1%
-4.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.5% |
| 7D | +3.5% | -3.1% | +6.6% | +4.0% |
| 30D | +12.0% | +9.1% | +2.9% | +10.6% |
| 3M | +2.5% | +14.7% | -12.2% | +0.4% |
| 6M | +29.1% | +28.0% | +1.1% | +24.3% |
| YTD | -10.1% | +45.6% | -55.7% | -15.4% |
| 1Y | -9.8% | +45.7% | -55.5% | -15.2% |
| 3Y | +23.3% | +21.1% | +2.2% | +13.3% |
| All | -4.2% | -0.1% | -4.1% | -5.4% |
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