+3,978.4%
ABT vs WWD
+15,408.5%
-11,430.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -3.7% | +1.3% | -5.0% | -3.9% |
| 30D | +2.5% | -7.2% | +9.6% | +3.5% |
| 3M | +20.2% | -3.8% | +24.0% | +20.4% |
| 6M | -2.9% | -9.9% | +7.0% | -2.0% |
| YTD | -11.9% | +14.8% | -26.7% | -14.3% |
| 1Y | -16.5% | +42.1% | -58.6% | -21.4% |
| 3Y | +12.1% | +170.8% | -158.7% | -5.2% |
| 5Y | -7.4% | +197.5% | -204.9% | -23.5% |
| 10Y | +210.7% | +477.8% | -267.1% | +125.9% |
| All | +3,978.4% | +15,408.5% | -11,430.1% | +2,198.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling