+1,658.7%
WDC vs ABBV
+1,163.4%
+495.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +6.3% |
| 7D | +1.7% | +0.4% | +1.4% | +1.6% |
| 30D | -10.0% | +4.2% | -14.1% | -11.3% |
| 3M | -18.8% | +14.8% | -33.6% | -23.6% |
| 6M | +79.0% | +10.3% | +68.8% | +70.2% |
| YTD | +171.6% | +14.9% | +156.7% | +153.9% |
| 1Y | +417.4% | +24.1% | +393.2% | +367.2% |
| 3Y | +1,251.8% | +91.9% | +1,159.8% | +911.4% |
| 5Y | +911.7% | +176.0% | +735.7% | +541.8% |
| 10Y | +1,399.6% | +502.9% | +896.7% | +590.6% |
| All | +1,658.7% | +1,163.4% | +495.3% | +621.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling