+291.8%
ABCL vs WETO
-99.4%
+391.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +1.4% | -57.2% | +58.7% | +2.6% |
| 30D | +65.1% | -48.8% | +113.9% | +58.8% |
| 3M | +111.1% | -97.7% | +208.7% | +128.7% |
| 6M | +231.6% | -94.3% | +325.9% | +226.6% |
| YTD | +234.5% | -97.0% | +331.5% | +245.6% |
| 1Y | +174.3% | -98.9% | +273.3% | +201.2% |
| All | +291.8% | -99.4% | +391.2% | +334.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling