+40.7%
ABBV vs WAT
+32.9%
+7.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +3.0% |
| 7D | +3.1% | -1.9% | +5.0% | +3.2% |
| 30D | +11.6% | +6.2% | +5.4% | +11.1% |
| 3M | +21.7% | +18.1% | +3.6% | +20.3% |
| 6M | +43.5% | +54.9% | -11.4% | +40.5% |
| YTD | +32.9% | +23.1% | +9.8% | +31.1% |
| 1Y | +40.7% | +27.3% | +13.4% | +36.7% |
| All | +40.7% | +32.9% | +7.7% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling