+113.2%
WDC vs ABBV
+43.0%
+70.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.1% | -9.9% | -4.8% |
| 7D | -18.3% | +3.1% | -21.4% | -16.5% |
| 30D | -26.7% | +11.6% | -38.3% | -21.1% |
| 3M | -40.9% | +21.7% | -62.6% | -33.0% |
| 6M | -26.8% | +43.5% | -70.3% | -15.2% |
| YTD | +88.2% | +32.9% | +55.3% | +117.7% |
| 1Y | +113.2% | +40.7% | +72.5% | +154.2% |
| All | +113.2% | +43.0% | +70.2% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 1y: compounded portfolio wealth divided by compounded ABBV 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…
1y analysis · Full analysis span regression · 6 months rolling