+991.6%
WDC vs ABT
-10.2%
+1,001.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +7.5% | -4.7% | +12.2% | +7.9% |
| 30D | +10.1% | -3.1% | +13.2% | +10.2% |
| 3M | -6.8% | +16.1% | -23.0% | -9.7% |
| 6M | +84.1% | -5.3% | +89.5% | +89.5% |
| YTD | +180.3% | -14.4% | +194.7% | +196.8% |
| 1Y | +411.1% | -18.4% | +429.5% | +447.6% |
| 3Y | +1,375.0% | +11.2% | +1,363.8% | +1,237.1% |
| 5Y | +991.6% | -9.4% | +1,000.9% | +939.7% |
| All | +991.6% | -10.2% | +1,001.8% | +939.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling