+182.6%
ABBV vs NWSA
+40.1%
+142.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -4.1% | -3.1% | -1.1% | -3.8% |
| 30D | +1.2% | +4.3% | -3.1% | +0.7% |
| 3M | +12.1% | +9.2% | +2.9% | +11.0% |
| 6M | +12.0% | +21.6% | -9.6% | +9.6% |
| YTD | +12.4% | +14.2% | -1.8% | +10.6% |
| 1Y | +22.9% | +1.8% | +21.2% | +22.4% |
| 3Y | +86.8% | +44.4% | +42.3% | +79.4% |
| All | +182.6% | +40.1% | +142.4% | +167.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling