+170.8%
ABBV vs WING
-35.4%
+206.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | +1.1% | -6.0% | +7.1% | +1.2% |
| 3M | +12.3% | -23.5% | +35.8% | +12.5% |
| 6M | +9.8% | -52.0% | +61.8% | +10.5% |
| YTD | +11.5% | -53.8% | +65.3% | +12.0% |
| 1Y | +22.3% | -63.8% | +86.1% | +23.2% |
| 3Y | +85.2% | -30.8% | +115.9% | +80.4% |
| 5Y | +170.8% | -34.3% | +205.1% | +154.7% |
| All | +170.8% | -35.4% | +206.3% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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