+199.8%
ABBV vs WM
+59.1%
+140.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +1.7% |
| 7D | -1.2% | +1.2% | -2.4% | -1.6% |
| 30D | +8.0% | +13.1% | -5.1% | +3.5% |
| 3M | +20.2% | +3.6% | +16.6% | +18.5% |
| 6M | +44.0% | +8.1% | +35.9% | +39.9% |
| YTD | +31.3% | +8.9% | +22.4% | +26.8% |
| 1Y | +37.0% | +20.3% | +16.6% | +27.7% |
| 3Y | +128.0% | +46.2% | +81.8% | +95.5% |
| All | +199.8% | +59.1% | +140.7% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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