+1,118.6%
ABBV vs WPM
+396.4%
+722.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -4.3% | +7.0% | -11.3% | -4.5% |
| 30D | +1.1% | +15.7% | -14.6% | +0.7% |
| 3M | +12.3% | +35.2% | -22.9% | +11.3% |
| 6M | +9.8% | +6.1% | +3.7% | +9.4% |
| YTD | +11.5% | +32.6% | -21.1% | +10.2% |
| 1Y | +22.3% | +46.9% | -24.6% | +20.4% |
| 3Y | +85.2% | +276.3% | -191.1% | +77.1% |
| 5Y | +170.8% | +260.0% | -89.2% | +158.3% |
| 10Y | +485.4% | +508.5% | -23.1% | +454.5% |
| All | +1,118.6% | +396.4% | +722.2% | +994.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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