+604.1%
ABBV vs NWSA
+148.1%
+456.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.3% |
| 7D | +1.3% | +2.2% | -0.9% | +0.9% |
| 30D | +4.7% | -8.8% | +13.5% | +6.3% |
| 3M | +18.3% | -6.5% | +24.8% | +19.5% |
| 6M | +43.4% | +1.5% | +41.9% | +42.4% |
| YTD | +33.0% | +4.0% | +29.0% | +31.2% |
| 1Y | +30.8% | +3.4% | +27.4% | +29.2% |
| 3Y | +135.1% | +34.8% | +100.3% | +119.1% |
| 5Y | +201.2% | +18.4% | +182.9% | +183.1% |
| All | +604.1% | +148.1% | +456.0% | +438.4% |
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