+504.9%
ABBV vs WCN
+235.9%
+269.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +0.3% | -3.1% | +3.4% | +1.6% |
| 30D | +3.4% | -3.4% | +6.7% | +4.8% |
| 3M | +15.2% | +3.0% | +12.2% | +13.7% |
| 6M | +14.7% | -3.8% | +18.4% | +16.1% |
| YTD | +15.2% | -8.3% | +23.5% | +18.3% |
| 1Y | +20.4% | -9.7% | +30.1% | +24.4% |
| 3Y | +91.3% | +17.2% | +74.2% | +72.4% |
| 5Y | +189.6% | +25.3% | +164.3% | +148.8% |
| All | +504.9% | +235.9% | +269.0% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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