+6,642.4%
ABT vs WST
+12,330.1%
-5,687.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| 3M | +20.2% | +7.2% | +13.0% | +18.2% |
| 6M | -2.9% | +36.8% | -39.7% | -9.8% |
| YTD | -11.9% | +23.8% | -35.8% | -16.5% |
| 1Y | -16.5% | +37.8% | -54.3% | -23.0% |
| 3Y | +12.1% | -15.9% | +28.0% | +8.9% |
| 5Y | -7.4% | -25.8% | +18.4% | -9.3% |
| 10Y | +210.7% | +319.6% | -108.9% | +106.2% |
| All | +6,642.4% | +12,330.1% | -5,687.7% | +2,542.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling