+903.7%
ABBV vs NWSA
+127.4%
+776.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | +0.4% | -1.9% | +2.3% | +0.8% |
| 30D | +4.2% | +4.6% | -0.4% | +3.1% |
| 3M | +14.8% | +13.2% | +1.6% | +11.5% |
| 6M | +10.3% | +27.0% | -16.7% | +4.3% |
| YTD | +14.9% | +16.8% | -1.9% | +10.4% |
| 1Y | +24.1% | +4.5% | +19.6% | +22.0% |
| 3Y | +91.9% | +46.2% | +45.7% | +73.1% |
| 5Y | +176.0% | +40.9% | +135.1% | +145.2% |
| 10Y | +502.9% | +145.1% | +357.8% | +323.0% |
| All | +903.7% | +127.4% | +776.3% | +615.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling