-40.1%
WDC vs ABBV
+44.5%
-84.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -4.8% |
| 7D | +12.1% | +1.3% | +10.8% | +13.6% |
| 30D | -18.8% | +4.7% | -23.5% | -13.7% |
| 3M | -39.3% | +18.3% | -57.7% | -21.8% |
| 6M | -40.1% | +43.4% | -83.5% | -3.2% |
| All | -40.1% | +44.5% | -84.6% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling