+769.4%
ABT vs WTW
+1,101.3%
-331.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -5.0% | -7.8% | +2.8% | -2.8% |
| 30D | -5.8% | -7.9% | +2.1% | -3.6% |
| 3M | +16.7% | +19.9% | -3.2% | +10.6% |
| 6M | -5.2% | +9.8% | -15.0% | -8.3% |
| YTD | -16.0% | -3.3% | -12.6% | -16.1% |
| 1Y | -18.3% | -3.3% | -15.0% | -18.5% |
| 3Y | +9.2% | +61.5% | -52.3% | -7.2% |
| 5Y | -11.6% | +42.6% | -54.1% | -22.4% |
| 10Y | +204.2% | +197.1% | +7.2% | +117.4% |
| All | +769.4% | +1,101.3% | -331.8% | +357.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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