+202.1%
ABBV vs WCC
+153.2%
+48.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -3.0% | +0.3% |
| 7D | +0.1% | +3.3% | -3.3% | -0.1% |
| 30D | +5.6% | -9.4% | +15.0% | +5.8% |
| 3M | +18.7% | -10.5% | +29.2% | +18.9% |
| 6M | +47.4% | -10.4% | +57.8% | +47.6% |
| YTD | +33.0% | +34.4% | -1.5% | +29.9% |
| 1Y | +34.9% | +27.7% | +7.3% | +32.2% |
| 3Y | +135.2% | +137.9% | -2.8% | +119.7% |
| 5Y | +202.1% | +147.0% | +55.0% | +181.7% |
| All | +202.1% | +153.2% | +48.9% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling