+639.4%
ABT vs WU
-19.6%
+659.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | -3.7% | -0.8% | -2.9% | -3.5% |
| 30D | +2.5% | -1.1% | +3.6% | +2.7% |
| 3M | +20.2% | -3.9% | +24.0% | +20.3% |
| 6M | -2.9% | -20.7% | +17.7% | +1.3% |
| YTD | -11.9% | -18.4% | +6.4% | -8.9% |
| 1Y | -16.5% | -8.1% | -8.5% | -16.4% |
| 3Y | +12.1% | -24.2% | +36.3% | +15.7% |
| 5Y | -7.4% | -50.4% | +43.0% | +4.3% |
| 10Y | +210.7% | -40.0% | +250.7% | +227.1% |
| All | +639.4% | -19.6% | +659.0% | +588.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling