+497.0%
ABBV vs WST
+325.7%
+171.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -4.1% | -1.7% | -2.5% | -3.9% |
| 30D | +1.2% | -4.3% | +5.5% | +1.9% |
| 3M | +12.1% | +0.7% | +11.4% | +11.9% |
| 6M | +12.0% | +36.0% | -24.0% | +5.8% |
| YTD | +12.4% | +22.7% | -10.3% | +7.9% |
| 1Y | +22.9% | +34.1% | -11.2% | +15.9% |
| 3Y | +86.8% | -13.6% | +100.3% | +82.7% |
| 5Y | +181.0% | -26.0% | +207.0% | +183.2% |
| 10Y | +497.0% | +335.8% | +161.2% | +246.6% |
| All | +497.0% | +325.7% | +171.3% | +246.6% |
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