+136.2%
ABCL vs WETO
-98.9%
+235.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.4% | +9.5% | +4.2% |
| 7D | -4.7% | -4.3% | -0.4% | -4.7% |
| 30D | +5.2% | -39.9% | +45.1% | +1.3% |
| 3M | +106.6% | -97.9% | +204.5% | +129.7% |
| 6M | +198.4% | -95.0% | +293.4% | +201.0% |
| YTD | +218.4% | -97.2% | +315.6% | +233.2% |
| 1Y | +136.2% | -98.9% | +235.1% | +158.0% |
| All | +136.2% | -98.9% | +235.1% | +158.0% |
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