+1,335.6%
ABBV vs WST
+1,441.3%
-105.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.7% |
| 7D | -1.2% | -3.1% | +1.9% | -0.6% |
| 30D | +8.0% | +9.1% | -1.1% | +6.1% |
| 3M | +20.2% | +14.7% | +5.5% | +16.8% |
| 6M | +44.0% | +28.0% | +16.0% | +36.4% |
| YTD | +31.3% | +45.6% | -14.3% | +20.4% |
| 1Y | +37.0% | +45.7% | -8.7% | +25.5% |
| 3Y | +128.0% | +21.1% | +106.9% | +104.2% |
| 5Y | +196.9% | +0.3% | +196.6% | +173.2% |
| 10Y | +681.2% | +449.0% | +232.2% | +248.8% |
| All | +1,335.6% | +1,441.3% | -105.6% | +351.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling