+92.0%
WFC vs ABBV
+201.3%
-109.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -1.3% | +0.1% | -1.3% | -1.3% |
| 30D | +3.6% | +5.6% | -2.0% | +2.3% |
| 3M | -1.3% | +18.7% | -20.0% | -5.0% |
| 6M | +18.0% | +47.4% | -29.4% | +7.7% |
| YTD | -5.9% | +33.0% | -38.8% | -12.3% |
| 1Y | +1.8% | +34.9% | -33.1% | -5.6% |
| 3Y | +125.0% | +135.2% | -10.2% | +68.6% |
| 5Y | +92.0% | +202.1% | -110.1% | +7.4% |
| All | +92.0% | +201.3% | -109.3% | +7.4% |
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