+128.3%
WFC vs ABBV
+175.4%
-47.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.8% |
| 7D | +0.4% | -4.1% | +4.6% | +1.4% |
| 30D | +2.5% | +1.2% | +1.3% | +2.1% |
| 3M | +10.0% | +12.1% | -2.1% | +6.8% |
| 6M | +15.1% | +12.0% | +3.0% | +11.6% |
| YTD | -2.2% | +12.4% | -14.6% | -5.5% |
| 1Y | +13.5% | +22.9% | -9.5% | +6.5% |
| 3Y | +135.2% | +86.8% | +48.5% | +87.7% |
| 5Y | +128.3% | +181.0% | -52.7% | +44.5% |
| All | +128.3% | +175.4% | -47.1% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling