+111.5%
ABCL vs WTW
+65.4%
+46.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | -0.1% |
| 7D | +1.4% | -2.7% | +4.1% | +1.3% |
| 30D | +65.1% | -5.6% | +70.7% | +64.5% |
| 3M | +111.1% | +26.5% | +84.6% | +112.5% |
| 6M | +231.6% | +8.1% | +223.5% | +232.8% |
| YTD | +234.5% | -0.3% | +234.8% | +235.5% |
| 1Y | +174.3% | -0.9% | +175.2% | +175.6% |
| 3Y | +111.5% | +66.6% | +44.8% | +93.0% |
| All | +111.5% | +65.4% | +46.1% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling