+135.1%
ABBV vs GWW
+93.2%
+41.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +1.3% | +3.6% | -2.3% | +1.0% |
| 30D | +4.7% | +12.1% | -7.4% | +3.7% |
| 3M | +18.3% | +12.9% | +5.4% | +17.1% |
| 6M | +43.4% | +19.3% | +24.1% | +41.1% |
| YTD | +33.0% | +48.7% | -15.7% | +27.6% |
| 1Y | +30.8% | +60.5% | -29.7% | +24.3% |
| 3Y | +135.1% | +93.3% | +41.9% | +112.2% |
| All | +135.1% | +93.2% | +41.9% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling