+214.9%
ABCL vs WTW
+11.2%
+203.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.8% |
| 7D | +0.7% | -2.6% | +3.3% | -0.1% |
| 30D | +93.1% | -1.0% | +94.1% | +92.2% |
| 3M | +79.4% | +29.9% | +49.5% | +90.2% |
| 6M | +214.9% | +10.7% | +204.2% | +215.9% |
| All | +214.9% | +11.2% | +203.7% | +215.9% |
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