+181.0%
ABBV vs W
-62.3%
+243.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -4.1% | +5.9% | -10.0% | -4.2% |
| 30D | +1.2% | -3.0% | +4.2% | +1.2% |
| 3M | +12.1% | +40.3% | -28.2% | +11.3% |
| 6M | +12.0% | +32.2% | -20.2% | +11.2% |
| YTD | +12.4% | -0.3% | +12.7% | +12.2% |
| 1Y | +22.9% | +16.2% | +6.8% | +22.2% |
| 3Y | +86.8% | +40.7% | +46.0% | +82.0% |
| 5Y | +181.0% | -62.3% | +243.4% | +169.0% |
| All | +181.0% | -62.3% | +243.3% | +169.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling