+38.4%
ABBV vs W
+4.6%
+33.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.2% |
| 7D | +2.8% | +1.1% | +1.7% | +2.8% |
| 30D | +7.0% | +6.4% | +0.5% | +7.1% |
| 3M | +19.2% | +9.0% | +10.3% | +19.5% |
| 6M | +47.8% | +69.8% | -22.1% | +48.5% |
| YTD | +32.5% | +12.1% | +20.4% | +35.6% |
| 1Y | +38.4% | 0.0% | +38.4% | +42.6% |
| All | +38.4% | +4.6% | +33.8% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling