+391.2%
ABBV vs TW
+301.3%
+89.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +1.3% | +3.9% | -2.6% | +0.6% |
| 30D | +4.7% | +19.9% | -15.2% | +1.2% |
| 3M | +18.3% | +25.9% | -7.6% | +13.3% |
| 6M | +43.4% | +21.1% | +22.2% | +37.9% |
| YTD | +33.0% | +23.9% | +9.1% | +26.6% |
| 1Y | +30.8% | +21.2% | +9.6% | +25.1% |
| 3Y | +135.1% | +44.8% | +90.3% | +114.2% |
| 5Y | +201.2% | +41.4% | +159.8% | +172.7% |
| All | +391.2% | +301.3% | +89.8% | +239.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling