+642.9%
WDC vs ABBV
+599.4%
+43.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.1% |
| 7D | +12.1% | +1.3% | +10.8% | +11.7% |
| 30D | -18.8% | +4.7% | -23.5% | -19.8% |
| 3M | -39.3% | +18.3% | -57.7% | -42.4% |
| 6M | -40.1% | +43.4% | -83.5% | -47.4% |
| YTD | +71.8% | +33.0% | +38.8% | +54.2% |
| 1Y | +88.5% | +30.8% | +57.7% | +69.8% |
| 3Y | +770.0% | +135.1% | +634.9% | +505.7% |
| 5Y | +549.0% | +201.2% | +347.8% | +296.4% |
| All | +642.9% | +599.4% | +43.5% | +286.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling