+200.2%
WAB vs ABCL
-21.8%
+222.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.7% | -4.9% | +1.3% |
| 7D | +1.4% | -3.2% | +4.6% | +1.6% |
| 30D | +0.4% | -7.4% | +7.8% | +0.9% |
| 3M | -3.8% | +81.9% | -85.8% | -9.5% |
| 6M | +5.1% | +135.7% | -130.6% | -4.6% |
| YTD | +33.3% | +247.4% | -214.0% | +15.6% |
| 1Y | +39.8% | +162.3% | -122.4% | +24.2% |
| 3Y | +161.1% | +165.5% | -4.4% | +120.6% |
| All | +200.2% | -21.8% | +222.0% | +167.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling