+324.4%
ABBV vs TW
+221.1%
+103.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.6% |
| 7D | +0.4% | -2.3% | +2.7% | +0.8% |
| 30D | +4.2% | +3.9% | +0.2% | +3.4% |
| 3M | +14.8% | +5.7% | +9.1% | +13.3% |
| 6M | +10.3% | -14.5% | +24.8% | +13.1% |
| YTD | +14.9% | -0.9% | +15.8% | +14.1% |
| 1Y | +24.1% | -13.5% | +37.6% | +26.6% |
| 3Y | +91.9% | +25.0% | +67.0% | +79.2% |
| 5Y | +176.0% | +22.7% | +153.4% | +155.2% |
| All | +324.4% | +221.1% | +103.3% | +205.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling