-27.4%
WULF vs ABBV
+185.3%
-212.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.6% | -7.4% | -5.6% |
| 7D | -0.6% | -2.0% | +1.4% | -0.7% |
| 30D | -3.6% | +2.0% | -5.6% | -3.5% |
| 3M | -30.4% | +14.2% | -44.6% | -30.4% |
| 6M | +12.5% | +14.1% | -1.6% | +12.4% |
| YTD | +40.5% | +14.2% | +26.2% | +40.4% |
| 1Y | +53.0% | +24.2% | +28.8% | +51.7% |
| 3Y | +796.7% | +89.8% | +706.9% | +810.0% |
| All | -27.4% | +185.3% | -212.7% | -21.1% |
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