+1,345.5%
ABBV vs WST
+1,492.5%
-147.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | 0.0% |
| 7D | +1.5% | +1.3% | +0.3% | +1.3% |
| 30D | +6.7% | +12.9% | -6.1% | +4.1% |
| 3M | +19.9% | +16.7% | +3.3% | +16.1% |
| 6M | +47.5% | +26.8% | +20.6% | +40.0% |
| YTD | +32.2% | +50.5% | -18.3% | +20.4% |
| 1Y | +37.8% | +52.9% | -15.1% | +25.0% |
| 3Y | +134.8% | +23.9% | +110.9% | +109.5% |
| 5Y | +203.0% | +1.0% | +202.0% | +179.6% |
| 10Y | +603.7% | +451.4% | +152.3% | +215.9% |
| All | +1,345.5% | +1,492.5% | -147.0% | +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