+187.2%
ABBV vs WSM
+171.2%
+16.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.7% |
| 7D | -2.0% | +0.4% | -2.4% | -2.0% |
| 30D | +2.0% | -10.7% | +12.7% | +2.7% |
| 3M | +14.2% | +8.5% | +5.7% | +13.5% |
| 6M | +14.1% | +19.6% | -5.6% | +12.6% |
| YTD | +14.2% | +26.6% | -12.4% | +12.2% |
| 1Y | +24.2% | +12.0% | +12.3% | +22.9% |
| 3Y | +89.8% | +226.6% | -136.9% | +73.5% |
| 5Y | +187.2% | +174.1% | +13.0% | +155.9% |
| All | +187.2% | +171.2% | +16.0% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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