+187.4%
ABBV vs GWW
+222.0%
-34.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.8% |
| 7D | +0.3% | -3.4% | +3.6% | +0.5% |
| 30D | +3.4% | -1.9% | +5.3% | +3.5% |
| 3M | +15.2% | -2.4% | +17.6% | +15.3% |
| 6M | +14.7% | +15.7% | -1.0% | +13.2% |
| YTD | +15.2% | +27.6% | -12.4% | +12.5% |
| 1Y | +20.4% | +27.2% | -6.8% | +17.6% |
| 3Y | +91.3% | +89.7% | +1.7% | +80.2% |
| All | +187.4% | +222.0% | -34.6% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling