+142.4%
WFC vs ABT
+205.6%
-63.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +0.4% | -4.7% | +5.2% | +2.4% |
| 30D | +2.5% | -3.1% | +5.6% | +3.7% |
| 3M | +10.0% | +16.1% | -6.2% | +2.7% |
| 6M | +15.1% | -5.3% | +20.4% | +16.8% |
| YTD | -2.2% | -14.4% | +12.2% | +3.0% |
| 1Y | +13.5% | -18.4% | +31.9% | +21.8% |
| 3Y | +135.2% | +11.2% | +124.0% | +113.6% |
| 5Y | +128.3% | -9.4% | +137.7% | +125.9% |
| 10Y | +142.4% | +209.7% | -67.4% | +37.8% |
| All | +142.4% | +205.6% | -63.3% | +37.8% |
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