+1,118.6%
ABBV vs WAB
+583.1%
+535.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -4.3% | +1.7% | -6.0% | -4.7% |
| 30D | +1.1% | -2.4% | +3.5% | +1.7% |
| 3M | +12.3% | +9.7% | +2.6% | +9.3% |
| 6M | +9.8% | +16.5% | -6.7% | +5.0% |
| YTD | +11.5% | +33.7% | -22.3% | +2.8% |
| 1Y | +22.3% | +49.7% | -27.4% | +9.5% |
| 3Y | +85.2% | +170.9% | -85.8% | +39.6% |
| 5Y | +170.8% | +228.0% | -57.2% | +90.2% |
| 10Y | +485.4% | +284.8% | +200.6% | +254.8% |
| All | +1,118.6% | +583.1% | +535.5% | +529.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling