+604.1%
ABBV vs SW
+177.1%
+427.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | +1.3% | -2.9% | +4.2% | +1.4% |
| 30D | +4.7% | +5.0% | -0.3% | +4.5% |
| 3M | +18.3% | -13.7% | +32.0% | +19.1% |
| 6M | +43.4% | +8.0% | +35.4% | +42.7% |
| YTD | +33.0% | +14.0% | +19.0% | +31.7% |
| 1Y | +30.8% | +25.6% | +5.2% | +28.8% |
| 3Y | +135.1% | +40.1% | +95.0% | +129.6% |
| 5Y | +201.2% | -2.6% | +203.8% | +196.5% |
| All | +604.1% | +177.1% | +427.1% | +508.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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