-7.4%
ABT vs WWD
+187.3%
-194.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -1.3% | +4.0% | -5.2% | -1.9% |
| 30D | +6.0% | +0.4% | +5.6% | +5.8% |
| 3M | -1.9% | -7.9% | +6.0% | -0.9% |
| 6M | +31.2% | -10.6% | +41.8% | +32.5% |
| YTD | -11.2% | +9.4% | -20.6% | -13.6% |
| 1Y | -14.0% | +25.7% | -39.7% | -18.4% |
| 3Y | +20.7% | +148.5% | -127.9% | -4.3% |
| All | -7.4% | +187.3% | -194.7% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling