+290.2%
WAB vs ABCL
-81.3%
+371.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | -4.4% | +93.1% | -97.5% | -9.3% |
| 3M | +7.9% | +79.4% | -71.6% | +2.4% |
| 6M | +8.7% | +214.9% | -206.2% | -1.8% |
| YTD | +33.0% | +234.2% | -201.2% | +19.0% |
| 1Y | +46.7% | +174.8% | -128.1% | +32.5% |
| 3Y | +153.0% | +104.5% | +48.5% | +125.6% |
| 5Y | +222.3% | -39.0% | +261.3% | +197.4% |
| All | +290.2% | -81.3% | +371.4% | +283.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling