+88.5%
WDC vs ABT
-13.5%
+101.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -4.3% |
| 7D | +12.1% | -1.3% | +13.4% | +11.3% |
| 30D | -18.8% | +6.0% | -24.8% | -15.1% |
| 3M | -39.3% | -1.9% | -37.4% | -39.4% |
| 6M | -40.1% | +31.2% | -71.3% | -33.0% |
| YTD | +71.8% | -11.2% | +83.0% | +108.6% |
| 1Y | +88.5% | -14.0% | +102.4% | +130.5% |
| All | +88.5% | -13.5% | +101.9% | +130.5% |
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