+590.1%
ABBV vs W
+228.8%
+361.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.4% |
| 7D | +2.8% | +1.1% | +1.7% | +2.7% |
| 30D | +7.0% | +6.4% | +0.5% | +6.5% |
| 3M | +19.2% | +9.0% | +10.3% | +18.6% |
| 6M | +47.8% | +69.8% | -22.1% | +42.6% |
| YTD | +32.5% | +12.1% | +20.4% | +30.3% |
| 1Y | +38.4% | 0.0% | +38.4% | +36.9% |
| 3Y | +134.3% | +160.3% | -26.0% | +113.0% |
| 5Y | +200.6% | -53.3% | +253.9% | +194.5% |
| 10Y | +590.1% | +217.0% | +373.2% | +417.5% |
| All | +590.1% | +228.8% | +361.3% | +417.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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