+48.8%
WAB vs ABCL
+170.9%
-122.0%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -3.2% | +0.7% | -3.9% | -3.2% |
| 30D | -4.4% | +93.1% | -97.5% | -8.0% |
| 3M | +7.9% | +79.4% | -71.6% | +3.7% |
| 6M | +8.7% | +214.9% | -206.2% | -1.8% |
| YTD | +33.0% | +234.2% | -201.2% | +18.5% |
| All | +48.8% | +170.9% | -122.0% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling