+597.0%
ABBV vs WING
+637.7%
-40.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.1% |
| 7D | +2.2% | -3.9% | +6.1% | +2.4% |
| 30D | +8.0% | +26.6% | -18.7% | +6.3% |
| 3M | +19.1% | +42.5% | -23.4% | +16.2% |
| 6M | +43.5% | +29.4% | +14.1% | +40.4% |
| YTD | +32.7% | -32.8% | +65.5% | +34.5% |
| 1Y | +30.0% | -33.5% | +63.5% | +31.7% |
| 3Y | +134.7% | -23.4% | +158.1% | +127.7% |
| 5Y | +200.7% | -0.4% | +201.1% | +178.2% |
| 10Y | +601.3% | +647.8% | -46.5% | +375.1% |
| All | +597.0% | +637.7% | -40.8% | +361.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling