+643.2%
ABBV vs SW
+182.7%
+460.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | -1.2% | +2.3% | -3.5% | -1.3% |
| 30D | +8.0% | +6.8% | +1.2% | +7.7% |
| 3M | +20.2% | -5.2% | +25.4% | +20.4% |
| 6M | +44.0% | +7.4% | +36.5% | +43.3% |
| YTD | +31.3% | +17.4% | +13.9% | +29.8% |
| 1Y | +37.0% | +27.1% | +9.9% | +34.8% |
| 3Y | +128.0% | +47.9% | +80.1% | +122.1% |
| 5Y | +196.9% | -2.6% | +199.5% | +192.5% |
| All | +643.2% | +182.7% | +460.5% | +546.3% |
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