+311.3%
WAB vs ABCL
-79.5%
+390.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.2% | -0.1% | +4.8% |
| 7D | +4.0% | +12.4% | -8.4% | +3.1% |
| 30D | +4.5% | -0.4% | +4.8% | +4.3% |
| 3M | +2.3% | +80.4% | -78.1% | -2.6% |
| 6M | +12.5% | +138.5% | -126.1% | +3.9% |
| YTD | +40.2% | +265.5% | -225.3% | +24.3% |
| 1Y | +45.2% | +219.7% | -174.5% | +30.0% |
| 3Y | +171.8% | +209.4% | -37.6% | +134.7% |
| 5Y | +217.6% | -15.0% | +232.6% | +189.5% |
| All | +311.3% | -79.5% | +390.8% | +300.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling