+142.1%
WULF vs ABBV
+1,136.0%
-993.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -4.9% | -4.1% |
| 7D | +15.6% | -4.1% | +19.7% | +15.8% |
| 30D | +5.7% | +1.2% | +4.6% | +5.6% |
| 3M | -32.3% | +12.1% | -44.4% | -33.0% |
| 6M | +23.7% | +12.0% | +11.7% | +22.3% |
| YTD | +49.1% | +12.4% | +36.7% | +47.4% |
| 1Y | +66.3% | +22.9% | +43.4% | +62.8% |
| 3Y | +851.7% | +86.8% | +764.9% | +803.4% |
| 5Y | -30.9% | +181.0% | -211.9% | -37.1% |
| 10Y | +86.9% | +497.0% | -410.1% | +61.8% |
| All | +142.1% | +1,136.0% | -993.9% | +110.7% |
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 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