+208.4%
ABCL vs WTW
+45.3%
+163.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | 0.0% |
| 7D | +2.3% | +1.6% | +0.7% | +2.6% |
| 30D | -0.7% | +12.4% | -13.0% | +0.9% |
| 3M | +33.4% | -2.6% | +36.0% | +33.9% |
| 6M | +137.8% | +30.8% | +107.0% | +143.7% |
| YTD | +264.3% | +2.3% | +262.0% | +268.2% |
| 1Y | +209.2% | +4.9% | +204.3% | +213.6% |
| 3Y | +208.4% | +43.9% | +164.6% | +240.0% |
| All | +208.4% | +45.3% | +163.1% | +240.0% |
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