-9.4%
ABT vs WU
-51.4%
+42.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -4.7% | -4.9% | +0.2% | -3.9% |
| 30D | -3.1% | -1.3% | -1.8% | -2.9% |
| 3M | +16.1% | -3.6% | +19.7% | +16.3% |
| 6M | -5.3% | -24.3% | +19.0% | -1.1% |
| YTD | -14.4% | -21.1% | +6.6% | -11.5% |
| 1Y | -18.4% | -10.3% | -8.1% | -18.0% |
| 3Y | +11.2% | -28.4% | +39.6% | +15.5% |
| 5Y | -9.4% | -51.2% | +41.8% | -3.8% |
| All | -9.4% | -51.4% | +42.0% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling