+181.0%
ABBV vs WAB
+224.0%
-42.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | -4.1% | +0.2% | -4.4% | -4.2% |
| 30D | +1.2% | -4.6% | +5.7% | +1.8% |
| 3M | +12.1% | +5.6% | +6.5% | +10.9% |
| 6M | +12.0% | +13.8% | -1.8% | +9.4% |
| YTD | +12.4% | +31.9% | -19.4% | +7.2% |
| 1Y | +22.9% | +48.3% | -25.3% | +14.9% |
| 3Y | +86.8% | +167.1% | -80.4% | +55.8% |
| 5Y | +181.0% | +222.9% | -41.9% | +124.0% |
| All | +181.0% | +224.0% | -42.9% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling