+43.5%
ABBV vs WWD
-10.3%
+53.8%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.3% |
| 7D | +2.2% | +8.2% | -6.0% | +2.5% |
| 30D | +8.0% | -0.2% | +8.2% | +8.0% |
| 3M | +19.1% | -8.4% | +27.5% | +19.0% |
| 6M | +43.5% | -9.5% | +53.1% | +42.2% |
| All | +43.5% | -10.3% | +53.8% | +42.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling