+111.7%
WFC vs ABBV
+598.0%
-486.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +1.7% | +2.2% | -0.4% | +1.0% |
| 30D | +6.8% | +8.0% | -1.1% | +4.1% |
| 3M | -3.0% | +19.1% | -22.1% | -8.7% |
| 6M | +15.4% | +43.5% | -28.1% | +1.4% |
| YTD | -5.9% | +32.7% | -38.6% | -15.6% |
| 1Y | +1.7% | +30.0% | -28.4% | -8.2% |
| 3Y | +124.9% | +134.7% | -9.8% | +56.7% |
| 5Y | +90.5% | +200.6% | -110.2% | +17.8% |
| All | +111.7% | +598.0% | -486.3% | +3.7% |
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