+504.9%
ABBV vs NWSA
+149.4%
+355.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +0.3% | -2.8% | +3.1% | +0.8% |
| 30D | +3.4% | +3.0% | +0.3% | +2.8% |
| 3M | +15.2% | +12.3% | +2.9% | +12.6% |
| 6M | +14.7% | +21.9% | -7.2% | +10.3% |
| YTD | +15.2% | +13.6% | +1.6% | +12.0% |
| 1Y | +20.4% | +0.5% | +19.9% | +19.6% |
| 3Y | +91.3% | +43.8% | +47.6% | +76.2% |
| 5Y | +189.6% | +41.2% | +148.4% | +162.1% |
| All | +504.9% | +149.4% | +355.5% | +353.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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