+135.1%
ABBV vs WWD
+154.7%
-19.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.3% |
| 7D | +0.1% | +3.7% | -3.7% | -0.2% |
| 30D | +5.6% | +1.8% | +3.8% | +5.4% |
| 3M | +18.7% | -5.0% | +23.6% | +19.0% |
| 6M | +47.4% | -8.4% | +55.8% | +47.8% |
| YTD | +33.0% | +12.3% | +20.7% | +30.2% |
| 1Y | +34.9% | +26.2% | +8.7% | +30.2% |
| All | +135.1% | +154.7% | -19.6% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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