-11.6%
ABT vs WY
-22.3%
+10.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.0% |
| 7D | -5.0% | -3.7% | -1.3% | -3.9% |
| 30D | -5.8% | -11.3% | +5.5% | -2.3% |
| 3M | +16.7% | -8.1% | +24.9% | +19.5% |
| 6M | -5.2% | -7.4% | +2.2% | -3.4% |
| YTD | -16.0% | -4.7% | -11.3% | -15.3% |
| 1Y | -18.3% | -9.2% | -9.1% | -16.5% |
| 3Y | +9.2% | -24.7% | +33.9% | +16.8% |
| 5Y | -11.6% | -21.6% | +10.0% | -4.1% |
| All | -11.6% | -22.3% | +10.8% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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