+91.0%
ABBV vs W
+41.4%
+49.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -1.5% |
| 7D | +0.4% | -4.2% | +4.6% | +0.5% |
| 30D | +4.2% | -7.6% | +11.7% | +4.4% |
| 3M | +14.8% | +37.2% | -22.3% | +13.4% |
| 6M | +10.3% | +26.3% | -16.1% | +9.0% |
| YTD | +14.9% | -1.0% | +15.9% | +14.6% |
| 1Y | +24.1% | +20.1% | +4.1% | +22.5% |
| All | +91.0% | +41.4% | +49.6% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling