+1,061.7%
ABBV vs NWSA
+102.5%
+959.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.4% |
| 7D | +1.3% | +2.2% | -0.9% | +0.8% |
| 30D | +4.7% | -8.8% | +13.5% | +6.6% |
| 3M | +18.3% | -6.5% | +24.8% | +19.8% |
| 6M | +43.4% | +1.5% | +41.9% | +42.2% |
| YTD | +33.0% | +4.0% | +29.0% | +30.7% |
| 1Y | +30.8% | +3.4% | +27.4% | +28.7% |
| 3Y | +135.1% | +34.8% | +100.3% | +115.5% |
| 5Y | +201.2% | +18.4% | +182.9% | +178.6% |
| 10Y | +602.7% | +149.2% | +453.5% | +382.5% |
| All | +1,061.7% | +102.5% | +959.2% | +746.6% |
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