+187.2%
ABBV vs WCN
+25.5%
+161.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.9% |
| 7D | -2.0% | -4.4% | +2.4% | -0.7% |
| 30D | +2.0% | -4.4% | +6.4% | +3.3% |
| 3M | +14.2% | +0.5% | +13.7% | +14.0% |
| 6M | +14.1% | -3.3% | +17.3% | +14.9% |
| YTD | +14.2% | -8.5% | +22.7% | +16.6% |
| 1Y | +24.2% | -8.9% | +33.2% | +26.9% |
| 3Y | +89.8% | +18.0% | +71.8% | +76.0% |
| 5Y | +187.2% | +25.0% | +162.1% | +162.5% |
| All | +187.2% | +25.5% | +161.7% | +162.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling