-37.3%
ABCL vs WTW
+54.0%
-91.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.8% |
| 7D | +1.4% | -2.7% | +4.1% | +2.1% |
| 30D | +65.1% | -5.6% | +70.7% | +67.0% |
| 3M | +111.1% | +26.5% | +84.6% | +96.7% |
| 6M | +231.6% | +8.1% | +223.5% | +221.7% |
| YTD | +234.5% | -0.3% | +234.8% | +232.6% |
| 1Y | +174.3% | -0.9% | +175.2% | +172.4% |
| 3Y | +111.5% | +66.6% | +44.8% | +49.8% |
| 5Y | -37.3% | +54.0% | -91.3% | -53.5% |
| All | -37.3% | +54.0% | -91.3% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling