+134.7%
ABCL vs WTW
+32.5%
+102.3%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.1% | -3.3% |
| 7D | +4.4% | -2.3% | +6.7% | +3.7% |
| 30D | -7.9% | +10.7% | -18.5% | -5.5% |
| 3M | +12.2% | -3.1% | +15.3% | +13.4% |
| 6M | +134.7% | +31.7% | +103.1% | +121.3% |
| All | +134.7% | +32.5% | +102.3% | +121.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling