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I have a table of the weights of stocks in my portfolio for various periods and another with the returns that those stocks had for the same periods.

If I sum the product between the weights and the returns and compound the returns for each period, I will end up with my portfolio return for all periods.

I want to calculate the contribution of each individual stock for my portfolio return across all periods, in a manner that the result will sum to my total return.

Can you help me with this calculation?

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  • $\begingroup$ Same question as this I think. You cannot sim the individual contributions across periods because the weights change constantly. $\endgroup$
    – AKdemy
    Aug 4 at 14:20
  • $\begingroup$ I believe my case to be different because I know the weights for all periods. The portfolio's weights change at the end of each period. Wouldn't you agree? $\endgroup$
    – pelelter
    Aug 4 at 14:42
  • $\begingroup$ Yes and that is why you cannot sum up the contributions of portfolio components to the total return of the portfolio (edit 2 in the link). $\endgroup$
    – AKdemy
    Aug 4 at 14:52
  • $\begingroup$ The method described by Feibel and mentioned here quant.stackexchange.com/questions/36520/… may help. $\endgroup$
    – noob2
    Aug 4 at 17:58

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