+8,627.7%
WFC vs ABT
+6,741.2%
+1,886.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +3.8% | -3.7% | +7.5% | +5.4% |
| 30D | +1.5% | +2.5% | -1.0% | +0.4% |
| 3M | +10.9% | +20.2% | -9.3% | +2.2% |
| 6M | +8.4% | -2.9% | +11.4% | +8.8% |
| YTD | -1.9% | -11.9% | +10.1% | +1.9% |
| 1Y | +12.3% | -16.5% | +28.9% | +19.1% |
| 3Y | +132.3% | +12.1% | +120.2% | +113.5% |
| 5Y | +130.1% | -7.4% | +137.5% | +127.3% |
| 10Y | +134.4% | +210.7% | -76.3% | +35.9% |
| All | +8,627.7% | +6,741.2% | +1,886.5% | +1,314.3% |
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