+3,962.6%
ABT vs WWD
+14,767.1%
-10,804.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.6% |
| 7D | -5.6% | +8.2% | -13.7% | -6.7% |
| 30D | +5.2% | -0.2% | +5.3% | +5.0% |
| 3M | -2.7% | -8.4% | +5.7% | -1.7% |
| 6M | +28.8% | -9.5% | +38.4% | +29.9% |
| YTD | -12.3% | +10.1% | -22.3% | -14.3% |
| 1Y | -14.7% | +21.6% | -36.2% | -17.9% |
| 3Y | +21.6% | +149.6% | -128.0% | +3.9% |
| 5Y | -7.8% | +191.3% | -199.1% | -23.7% |
| 10Y | +222.5% | +455.2% | -232.7% | +135.4% |
| All | +3,962.6% | +14,767.1% | -10,804.5% | +2,199.2% |
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