+8,272.6%
WFC vs ABT
+6,844.3%
+1,428.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -1.3% | -5.4% | +4.1% | +0.9% |
| 30D | +3.6% | +8.0% | -4.4% | +0.3% |
| 3M | -1.3% | +0.2% | -1.5% | -1.7% |
| 6M | +18.0% | +34.1% | -16.2% | +3.7% |
| YTD | -5.9% | -10.6% | +4.7% | -3.1% |
| 1Y | +1.8% | -11.8% | +13.6% | +5.3% |
| 3Y | +125.0% | +23.9% | +101.1% | +98.2% |
| 5Y | +92.0% | -5.1% | +97.1% | +87.6% |
| 10Y | +117.9% | +228.6% | -110.7% | +23.4% |
| All | +8,272.6% | +6,844.3% | +1,428.2% | +1,245.5% |
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