+602.8%
ABBV vs WAB
+269.8%
+333.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +2.2% | +7.9% | -5.8% | +0.6% |
| 30D | +8.0% | +4.9% | +3.1% | +6.9% |
| 3M | +19.1% | +1.8% | +17.3% | +18.5% |
| 6M | +43.5% | +12.0% | +31.6% | +39.7% |
| YTD | +32.7% | +41.3% | -8.6% | +22.9% |
| 1Y | +30.0% | +43.8% | -13.8% | +20.0% |
| 3Y | +134.7% | +171.1% | -36.3% | +87.2% |
| 5Y | +200.6% | +217.7% | -17.1% | +128.6% |
| All | +602.8% | +269.8% | +333.0% | +378.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling