-80.6%
ABCL vs WTW
+76.7%
-157.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | +0.7% | -2.6% | +3.3% | +1.2% |
| 30D | +93.1% | -1.0% | +94.1% | +93.1% |
| 3M | +79.4% | +29.9% | +49.5% | +69.0% |
| 6M | +214.9% | +10.7% | +204.2% | +206.3% |
| YTD | +234.2% | +2.6% | +231.6% | +230.8% |
| 1Y | +174.8% | +2.8% | +172.0% | +171.1% |
| 3Y | +104.5% | +67.3% | +37.2% | +63.1% |
| 5Y | -39.0% | +56.6% | -95.6% | -50.9% |
| All | -80.6% | +76.7% | -157.3% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling