+602.8%
ABBV vs WST
+449.7%
+153.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +2.2% | +4.9% | -2.7% | +1.3% |
| 30D | +8.0% | +10.7% | -2.7% | +6.1% |
| 3M | +19.1% | +16.8% | +2.3% | +15.9% |
| 6M | +43.5% | +32.0% | +11.6% | +36.7% |
| YTD | +32.7% | +49.9% | -17.2% | +23.0% |
| 1Y | +30.0% | +50.6% | -20.6% | +20.4% |
| 3Y | +134.7% | +21.4% | +113.3% | +114.8% |
| 5Y | +200.7% | -0.6% | +201.2% | +184.7% |
| All | +602.8% | +449.7% | +153.0% | +244.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling