+6,467.5%
ABT vs WY
+676.8%
+5,790.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.3% |
| 7D | -3.1% | -2.1% | -1.1% | -2.7% |
| 30D | -2.1% | -10.5% | +8.4% | +0.3% |
| 3M | +17.4% | -4.9% | +22.3% | +18.6% |
| 6M | -2.4% | -4.9% | +2.5% | -1.6% |
| YTD | -14.2% | -1.7% | -12.5% | -14.3% |
| 1Y | -18.3% | -9.4% | -9.0% | -17.0% |
| 3Y | +11.5% | -22.3% | +33.8% | +16.0% |
| 5Y | -9.9% | -20.5% | +10.6% | -7.3% |
| 10Y | +204.4% | +4.9% | +199.4% | +179.3% |
| All | +6,467.5% | +676.8% | +5,790.7% | +3,102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling