+132.8%
WFC vs ABBV
+90.0%
+42.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.5% |
| 7D | +0.3% | -2.0% | +2.3% | +0.6% |
| 30D | +2.3% | +2.0% | +0.3% | +2.0% |
| 3M | +9.8% | +14.2% | -4.4% | +7.3% |
| 6M | +15.6% | +14.1% | +1.5% | +12.9% |
| YTD | -2.4% | +14.2% | -16.7% | -4.8% |
| 1Y | +13.8% | +24.2% | -10.4% | +8.8% |
| All | +132.8% | +90.0% | +42.8% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling