+126.7%
WFC vs ABT
-9.5%
+136.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.4% |
| 7D | +1.1% | -3.1% | +4.2% | +2.1% |
| 30D | +0.8% | -2.1% | +2.9% | +1.4% |
| 3M | +9.3% | +17.4% | -8.2% | +3.2% |
| 6M | +10.6% | -2.4% | +13.0% | +10.8% |
| YTD | -4.1% | -14.2% | +10.1% | +0.2% |
| 1Y | +13.6% | -18.3% | +31.9% | +20.7% |
| 3Y | +130.7% | +11.5% | +119.2% | +108.4% |
| 5Y | +126.7% | -9.9% | +136.6% | +123.1% |
| All | +126.7% | -9.5% | +136.3% | +123.1% |
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