+85.2%
ABBV vs WAB
+168.6%
-83.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -4.3% | +1.7% | -6.0% | -4.5% |
| 30D | +1.1% | -2.4% | +3.5% | +1.4% |
| 3M | +12.3% | +9.7% | +2.6% | +10.8% |
| 6M | +9.8% | +16.5% | -6.7% | +7.4% |
| YTD | +11.5% | +33.7% | -22.3% | +7.1% |
| 1Y | +22.3% | +49.7% | -27.4% | +15.6% |
| 3Y | +85.2% | +170.9% | -85.8% | +63.4% |
| All | +85.2% | +168.6% | -83.4% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling