+499.9%
ABBV vs WAB
+292.7%
+207.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | +2.0% | -5.9% | +7.8% | +3.1% |
| 3M | +14.2% | +9.4% | +4.8% | +11.7% |
| 6M | +14.1% | +13.8% | +0.2% | +10.5% |
| YTD | +14.2% | +31.8% | -17.5% | +7.3% |
| 1Y | +24.2% | +48.5% | -24.3% | +13.7% |
| 3Y | +89.8% | +167.0% | -77.2% | +51.2% |
| 5Y | +187.2% | +222.3% | -35.1% | +116.4% |
| All | +499.9% | +292.7% | +207.2% | +293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WAB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling