+144.4%
ABCL vs WTW
-2.8%
+147.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.9% | -5.3% |
| 7D | -9.6% | -7.8% | -1.8% | -10.2% |
| 30D | +7.2% | -7.9% | +15.1% | +6.4% |
| 3M | +105.5% | +19.9% | +85.6% | +106.6% |
| 6M | +193.0% | +9.8% | +183.2% | +192.3% |
| YTD | +205.8% | -3.3% | +209.2% | +206.2% |
| 1Y | +144.4% | -3.3% | +147.7% | +156.4% |
| All | +144.4% | -2.8% | +147.2% | +156.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling