+170.8%
ABBV vs WST
-25.8%
+196.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -4.3% | -0.3% | -4.0% | -4.3% |
| 30D | +1.1% | -4.6% | +5.7% | +1.6% |
| 3M | +12.3% | +5.7% | +6.6% | +11.7% |
| 6M | +9.8% | +37.6% | -27.8% | +6.3% |
| YTD | +11.5% | +23.0% | -11.6% | +8.9% |
| 1Y | +22.3% | +33.8% | -11.6% | +18.4% |
| 3Y | +85.2% | -13.4% | +98.5% | +81.7% |
| 5Y | +170.8% | -27.0% | +197.8% | +168.4% |
| All | +170.8% | -25.8% | +196.6% | +168.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling