+135.1%
ABBV vs WST
+24.3%
+110.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | +1.3% | +4.2% | -2.9% | +0.9% |
| 30D | +4.7% | +11.2% | -6.5% | +3.7% |
| 3M | +18.3% | +20.4% | -2.0% | +16.4% |
| 6M | +43.4% | +37.9% | +5.5% | +39.4% |
| YTD | +33.0% | +51.8% | -18.8% | +28.0% |
| 1Y | +30.8% | +56.6% | -25.8% | +25.5% |
| 3Y | +135.1% | +24.2% | +110.9% | +122.8% |
| All | +135.1% | +24.3% | +110.8% | +122.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling