+504.9%
ABBV vs WY
+7.6%
+497.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +0.3% | -4.2% | +4.4% | +1.3% |
| 30D | +3.4% | -10.1% | +13.4% | +6.0% |
| 3M | +15.2% | -8.5% | +23.7% | +17.4% |
| 6M | +14.7% | -3.3% | +18.0% | +15.2% |
| YTD | +15.2% | -4.4% | +19.6% | +15.6% |
| 1Y | +20.4% | -11.5% | +31.9% | +22.9% |
| 3Y | +91.3% | -24.3% | +115.7% | +101.2% |
| 5Y | +189.6% | -21.3% | +210.9% | +195.3% |
| All | +504.9% | +7.6% | +497.3% | +452.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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