+1,129.0%
ABBV vs WCN
+688.8%
+440.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.3% |
| 7D | -4.1% | -1.7% | -2.4% | -3.4% |
| 30D | +1.2% | -3.0% | +4.2% | +2.5% |
| 3M | +12.1% | +2.5% | +9.6% | +10.8% |
| 6M | +12.0% | -5.7% | +17.7% | +14.3% |
| YTD | +12.4% | -7.4% | +19.9% | +15.0% |
| 1Y | +22.9% | -8.6% | +31.6% | +26.4% |
| 3Y | +86.8% | +19.4% | +67.4% | +67.6% |
| 5Y | +181.0% | +27.2% | +153.8% | +141.4% |
| 10Y | +497.0% | +238.5% | +258.4% | +224.0% |
| All | +1,129.0% | +688.8% | +440.2% | +421.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling