+428.1%
WMT vs ABT
+201.3%
+226.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | 0.0% | -5.9% | +5.9% | +1.7% |
| 30D | -7.4% | -8.1% | +0.7% | -5.3% |
| 3M | -10.9% | +14.5% | -25.4% | -14.4% |
| 6M | -12.7% | -6.3% | -6.4% | -11.5% |
| YTD | -3.2% | -17.1% | +13.9% | +1.3% |
| 1Y | +5.3% | -21.4% | +26.6% | +11.8% |
| 3Y | +101.9% | +5.9% | +95.9% | +94.4% |
| 5Y | +134.6% | -12.8% | +147.3% | +136.9% |
| All | +428.1% | +201.3% | +226.8% | +272.6% |
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