+23.7%
WULF vs ABBV
+10.8%
+12.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -4.9% | -3.5% |
| 7D | +15.6% | -4.1% | +19.7% | +12.7% |
| 30D | +5.7% | +1.2% | +4.6% | +6.8% |
| 3M | -32.3% | +12.1% | -44.4% | -31.1% |
| 6M | +23.7% | +12.0% | +11.7% | +25.7% |
| All | +23.7% | +10.8% | +12.9% | +25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling