+8,268.6%
WFC vs ABT
+6,918.7%
+1,350.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +0.9% | +1.0% | -0.1% | +0.4% |
| 30D | +3.3% | +11.6% | -8.3% | -1.3% |
| 3M | -1.4% | +2.3% | -3.7% | -2.6% |
| 6M | +14.7% | +32.7% | -18.0% | +1.3% |
| YTD | -5.9% | -9.6% | +3.7% | -3.6% |
| 1Y | +1.8% | -10.1% | +11.9% | +4.5% |
| 3Y | +124.9% | +25.2% | +99.7% | +97.2% |
| 5Y | +92.7% | -4.5% | +97.3% | +87.9% |
| 10Y | +118.2% | +228.3% | -110.1% | +23.6% |
| All | +8,268.6% | +6,918.7% | +1,350.0% | +1,239.1% |
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 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