-80.5%
ABCL vs WTW
+77.6%
-158.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.4% |
| 7D | -3.3% | +2.0% | -5.3% | -3.6% |
| 30D | -7.1% | +12.9% | -20.0% | -9.1% |
| 3M | +4.7% | +0.7% | +4.0% | +4.4% |
| 6M | +140.9% | +39.5% | +101.4% | +123.5% |
| YTD | +236.0% | +3.1% | +232.9% | +232.1% |
| 1Y | +217.4% | +4.8% | +212.6% | +212.4% |
| 3Y | +188.7% | +42.9% | +145.7% | +147.2% |
| 5Y | -23.5% | +55.3% | -78.8% | -38.7% |
| All | -80.5% | +77.6% | -158.1% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling