+15.9%
ABBV vs WOLF
+51.6%
-35.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +0.7% |
| 7D | -4.1% | +2.4% | -6.5% | -4.1% |
| 30D | +1.2% | -6.9% | +8.1% | +1.1% |
| 3M | +12.1% | -44.1% | +56.2% | +11.8% |
| 6M | +12.0% | +53.6% | -41.6% | +10.2% |
| YTD | +12.4% | +56.7% | -44.3% | +10.7% |
| All | +15.9% | +51.6% | -35.6% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 3y: compounded portfolio wealth divided by compounded WOLF 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…
3y analysis · Full analysis span regression · 6 months rolling