+604.1%
ABBV vs WU
-38.9%
+643.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +1.3% | -2.0% | +3.3% | +1.7% |
| 30D | +4.7% | +11.4% | -6.7% | +2.2% |
| 3M | +18.3% | -6.8% | +25.2% | +19.8% |
| 6M | +43.4% | -14.6% | +58.0% | +46.9% |
| YTD | +33.0% | -20.6% | +53.6% | +37.8% |
| 1Y | +30.8% | -15.4% | +46.2% | +33.4% |
| 3Y | +135.1% | -23.6% | +158.7% | +142.3% |
| 5Y | +201.2% | -43.4% | +244.6% | +229.8% |
| All | +604.1% | -38.9% | +643.1% | +603.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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