+645.2%
ABT vs WU
-21.8%
+667.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | -1.3% | -2.0% | +0.8% | -0.8% |
| 30D | +6.0% | +11.4% | -5.4% | +3.4% |
| 3M | -1.9% | -6.8% | +4.9% | -0.5% |
| 6M | +31.2% | -14.6% | +45.8% | +34.6% |
| YTD | -11.2% | -20.6% | +9.4% | -7.8% |
| 1Y | -14.0% | -15.4% | +1.4% | -12.0% |
| 3Y | +20.7% | -23.6% | +44.3% | +24.3% |
| 5Y | -6.7% | -43.4% | +36.7% | +1.8% |
| 10Y | +226.3% | -38.8% | +265.1% | +241.7% |
| All | +645.2% | -21.8% | +667.1% | +597.1% |
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