+276.0%
WFC vs ABBV
+1,163.4%
-887.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.3% |
| 7D | +3.8% | +0.4% | +3.4% | +3.7% |
| 30D | +1.5% | +4.2% | -2.7% | +0.1% |
| 3M | +10.9% | +14.8% | -4.0% | +5.7% |
| 6M | +8.4% | +10.3% | -1.8% | +4.5% |
| YTD | -1.9% | +14.9% | -16.8% | -7.1% |
| 1Y | +12.3% | +24.1% | -11.8% | +3.2% |
| 3Y | +132.3% | +91.9% | +40.4% | +79.9% |
| 5Y | +130.1% | +176.0% | -46.0% | +54.9% |
| 10Y | +134.4% | +502.9% | -368.6% | +22.1% |
| All | +276.0% | +1,163.4% | -887.4% | +64.3% |
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