+490.3%
ABBV vs WEC
+148.5%
+341.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -4.1% | +0.4% | -4.5% | -4.3% |
| 30D | +1.2% | +0.9% | +0.3% | +0.8% |
| 3M | +12.1% | -5.3% | +17.4% | +14.0% |
| 6M | +12.0% | -6.6% | +18.6% | +14.3% |
| YTD | +12.4% | +3.3% | +9.1% | +11.3% |
| 1Y | +22.9% | +2.1% | +20.9% | +22.1% |
| 3Y | +86.8% | +39.6% | +47.2% | +68.8% |
| 5Y | +181.0% | +31.2% | +149.9% | +156.7% |
| All | +490.3% | +148.5% | +341.8% | +395.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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