+201.6%
ABBV vs WING
+0.4%
+201.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.3% | -2.5% | +3.8% | +1.3% |
| 30D | +4.7% | +29.5% | -24.8% | +4.4% |
| 3M | +18.3% | +40.2% | -21.8% | +17.9% |
| 6M | +43.4% | +32.7% | +10.7% | +42.8% |
| YTD | +33.0% | -32.8% | +65.8% | +33.2% |
| 1Y | +30.8% | -31.7% | +62.5% | +30.9% |
| 3Y | +135.1% | -24.7% | +159.8% | +129.9% |
| All | +201.6% | +0.4% | +201.2% | +181.6% |
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