+497.0%
ABBV vs W
+142.4%
+354.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -4.1% | +5.9% | -10.0% | -4.4% |
| 30D | +1.2% | -3.0% | +4.2% | +1.3% |
| 3M | +12.1% | +40.3% | -28.2% | +9.5% |
| 6M | +12.0% | +32.2% | -20.2% | +9.4% |
| YTD | +12.4% | -0.3% | +12.7% | +11.3% |
| 1Y | +22.9% | +16.2% | +6.8% | +20.2% |
| 3Y | +86.8% | +40.7% | +46.0% | +75.3% |
| 5Y | +181.0% | -62.3% | +243.4% | +179.5% |
| 10Y | +497.0% | +162.2% | +334.7% | +301.9% |
| All | +497.0% | +142.4% | +354.6% | +301.9% |
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