+181.0%
ABBV vs WWD
+191.3%
-10.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +0.9% |
| 7D | -4.1% | +0.6% | -4.8% | -4.2% |
| 30D | +1.2% | -5.1% | +6.3% | +1.6% |
| 3M | +12.1% | -11.2% | +23.3% | +12.9% |
| 6M | +12.0% | -12.0% | +24.1% | +12.7% |
| YTD | +12.4% | +12.0% | +0.4% | +10.4% |
| 1Y | +22.9% | +42.8% | -19.9% | +17.6% |
| 3Y | +86.8% | +168.9% | -82.2% | +66.5% |
| 5Y | +181.0% | +192.2% | -11.2% | +145.7% |
| All | +181.0% | +191.3% | -10.3% | +145.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling