-14.7%
ABT vs WWD
+23.9%
-38.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.7% |
| 7D | -5.6% | +8.2% | -13.7% | -6.2% |
| 30D | +5.2% | -0.2% | +5.3% | +5.1% |
| 3M | -2.7% | -8.4% | +5.7% | -2.0% |
| 6M | +28.8% | -9.5% | +38.4% | +28.9% |
| YTD | -12.3% | +10.1% | -22.3% | -13.6% |
| 1Y | -14.7% | +21.6% | -36.2% | -17.0% |
| All | -14.7% | +23.9% | -38.6% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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