+19.4%
ABBV vs TW
-13.3%
+32.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | -2.0% | -2.7% | +0.7% | -2.0% |
| 30D | +2.0% | -1.7% | +3.7% | +1.9% |
| 3M | +14.2% | +1.6% | +12.6% | +14.6% |
| 6M | +14.1% | -17.7% | +31.8% | +13.1% |
| YTD | +14.2% | -4.3% | +18.6% | +14.0% |
| All | +19.4% | -13.3% | +32.7% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling