+260.5%
WFC vs ABBV
+1,359.4%
-1,098.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +1.7% | +2.2% | -0.4% | +1.1% |
| 30D | +6.8% | +8.0% | -1.1% | +4.2% |
| 3M | -3.0% | +19.1% | -22.1% | -8.3% |
| 6M | +15.4% | +43.5% | -28.1% | +2.4% |
| YTD | -5.9% | +32.7% | -38.6% | -14.9% |
| 1Y | +1.7% | +30.0% | -28.4% | -7.5% |
| 3Y | +124.9% | +134.7% | -9.8% | +63.0% |
| 5Y | +90.5% | +200.6% | -110.2% | +25.2% |
| 10Y | +117.8% | +601.3% | -483.5% | +8.3% |
| All | +260.5% | +1,359.4% | -1,098.9% | +50.4% |
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 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