+635.3%
ABBV vs SW
+185.4%
+450.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | -0.9% | +4.7% | -5.5% | -1.1% |
| 30D | +8.7% | +5.0% | +3.7% | +8.5% |
| 3M | +17.8% | -7.3% | +25.1% | +18.2% |
| 6M | +41.7% | +15.0% | +26.7% | +40.6% |
| YTD | +29.9% | +18.5% | +11.4% | +28.4% |
| 1Y | +37.0% | +27.1% | +9.8% | +34.8% |
| 3Y | +125.2% | +49.3% | +75.9% | +119.3% |
| 5Y | +193.8% | -1.6% | +195.4% | +189.3% |
| All | +635.3% | +185.4% | +450.0% | +539.2% |
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