-18.3%
ABT vs WU
-11.2%
-7.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -5.0% | -5.0% | 0.0% | -4.6% |
| 30D | -5.8% | -2.3% | -3.5% | -5.6% |
| 3M | +16.7% | -3.2% | +20.0% | +17.7% |
| 6M | -5.2% | -25.0% | +19.8% | -2.9% |
| YTD | -16.0% | -21.7% | +5.7% | -14.2% |
| 1Y | -18.3% | -9.0% | -9.3% | -17.9% |
| All | -18.3% | -11.2% | -7.1% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling