+878.9%
WULF vs ABBV
+91.6%
+787.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.8% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | -2.6% | +3.4% | -6.0% | -2.5% |
| 3M | -34.0% | +15.2% | -49.2% | -34.7% |
| 6M | +10.0% | +14.7% | -4.7% | +8.7% |
| YTD | +45.7% | +15.2% | +30.5% | +43.8% |
| 1Y | +57.3% | +20.4% | +37.0% | +53.2% |
| 3Y | +878.9% | +91.3% | +787.6% | +740.0% |
| All | +878.9% | +91.6% | +787.4% | +740.0% |
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