+1,354.0%
ABBV vs WAT
+417.4%
+936.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.3% | +0.6% | +0.7% | +1.1% |
| 30D | +4.7% | +5.4% | -0.7% | +3.0% |
| 3M | +18.3% | +11.3% | +7.0% | +14.5% |
| 6M | +43.4% | +37.4% | +6.0% | +30.1% |
| YTD | +33.0% | +21.2% | +11.8% | +23.6% |
| 1Y | +30.8% | +21.3% | +9.5% | +21.5% |
| 3Y | +135.1% | +83.4% | +51.7% | +84.0% |
| 5Y | +201.2% | +29.0% | +172.3% | +158.1% |
| 10Y | +602.7% | +223.9% | +378.8% | +270.5% |
| All | +1,354.0% | +417.4% | +936.6% | +515.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling