+642.9%
WDC vs ABT
+226.5%
+416.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -5.4% |
| 7D | +12.1% | -1.3% | +13.4% | +12.5% |
| 30D | -18.8% | +6.0% | -24.8% | -21.0% |
| 3M | -39.3% | -1.9% | -37.4% | -39.3% |
| 6M | -40.1% | +31.2% | -71.3% | -48.3% |
| YTD | +71.8% | -11.2% | +83.0% | +77.6% |
| 1Y | +88.5% | -14.0% | +102.4% | +97.5% |
| 3Y | +770.0% | +20.7% | +749.3% | +622.4% |
| 5Y | +549.0% | -6.7% | +555.7% | +521.4% |
| All | +642.9% | +226.5% | +416.3% | +291.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling