+417.4%
WDC vs ABT
-16.1%
+433.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +5.6% |
| 7D | +1.7% | -3.7% | +5.4% | -0.8% |
| 30D | -10.0% | +2.5% | -12.4% | -8.1% |
| 3M | -18.8% | +20.2% | -38.9% | -8.8% |
| 6M | +79.0% | -2.9% | +82.0% | +98.7% |
| YTD | +171.6% | -11.9% | +183.5% | +194.4% |
| 1Y | +417.4% | -16.5% | +433.9% | +452.3% |
| All | +417.4% | -16.1% | +433.5% | +452.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 1y: compounded portfolio wealth divided by compounded ABT 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…
1y analysis · Full analysis span regression · 6 months rolling