+504.9%
ABBV vs WBD
+15.0%
+489.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +0.3% | -0.7% | +1.0% | +0.3% |
| 30D | +3.4% | +1.4% | +2.0% | +3.2% |
| 3M | +15.2% | +4.4% | +10.8% | +14.8% |
| 6M | +14.7% | +0.8% | +13.9% | +14.6% |
| YTD | +15.2% | -2.7% | +17.9% | +15.4% |
| 1Y | +20.4% | +73.4% | -53.0% | +14.6% |
| 3Y | +91.3% | +142.1% | -50.8% | +72.8% |
| 5Y | +189.6% | +7.2% | +182.3% | +175.8% |
| All | +504.9% | +15.0% | +489.9% | +421.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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