+11,005.7%
WDC vs ABT
+6,918.7%
+4,087.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -16.7% | +1.0% | -17.7% | -17.1% |
| 30D | -27.2% | +11.6% | -38.8% | -30.1% |
| 3M | -34.0% | +2.3% | -36.3% | -34.9% |
| 6M | -39.7% | +32.7% | -72.5% | -46.7% |
| YTD | +68.1% | -9.6% | +77.7% | +69.2% |
| 1Y | +66.3% | -10.1% | +76.4% | +67.4% |
| 3Y | +754.4% | +25.2% | +729.2% | +646.9% |
| 5Y | +595.8% | -4.5% | +600.3% | +569.1% |
| 10Y | +660.4% | +228.3% | +432.1% | +382.0% |
| All | +11,005.7% | +6,918.7% | +4,087.0% | +1,942.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling