+152.2%
ABCL vs WETO
-99.3%
+251.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.4% | -10.6% | +0.7% |
| 7D | -10.0% | +3.6% | -13.5% | -10.1% |
| 30D | -10.9% | -17.2% | +6.4% | -10.8% |
| 3M | +101.6% | -83.7% | +185.3% | +97.0% |
| 6M | +167.5% | -98.3% | +265.8% | +182.4% |
| YTD | +259.1% | -99.0% | +358.1% | +306.3% |
| 1Y | +152.2% | -99.4% | +251.5% | +225.4% |
| All | +152.2% | -99.3% | +251.5% | +225.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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