+490.3%
ABBV vs WAT
+168.6%
+321.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -4.1% | -1.8% | -2.3% | -3.7% |
| 30D | +1.2% | -1.7% | +2.9% | +1.6% |
| 3M | +12.1% | +9.1% | +3.0% | +9.5% |
| 6M | +12.0% | +32.4% | -20.4% | +3.4% |
| YTD | +12.4% | +6.6% | +5.8% | +9.2% |
| 1Y | +22.9% | +34.7% | -11.8% | +11.9% |
| 3Y | +86.8% | +53.6% | +33.2% | +58.7% |
| 5Y | +181.0% | -4.1% | +185.1% | +171.6% |
| All | +490.3% | +168.6% | +321.7% | +263.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling