+630.6%
ABBV vs W
+176.2%
+454.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -1.6% |
| 7D | +0.4% | -4.2% | +4.6% | +0.6% |
| 30D | +4.2% | -7.6% | +11.7% | +4.6% |
| 3M | +14.8% | +37.2% | -22.3% | +12.2% |
| 6M | +10.3% | +26.3% | -16.1% | +7.9% |
| YTD | +14.9% | -1.0% | +15.9% | +13.8% |
| 1Y | +24.1% | +20.1% | +4.1% | +21.0% |
| 3Y | +91.9% | +37.8% | +54.1% | +80.2% |
| 5Y | +176.0% | -63.7% | +239.7% | +172.8% |
| 10Y | +502.9% | +156.3% | +346.6% | +345.5% |
| All | +630.6% | +176.2% | +454.4% | +420.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling