+318.6%
WAB vs ABCL
-79.6%
+398.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +4.0% | +2.3% | +1.7% | +3.8% |
| 30D | +6.3% | -0.7% | +7.0% | +6.2% |
| 3M | +3.3% | +33.4% | -30.1% | +0.8% |
| 6M | +14.5% | +137.8% | -123.3% | +5.7% |
| YTD | +42.7% | +264.3% | -221.7% | +26.6% |
| 1Y | +45.2% | +209.2% | -164.0% | +30.3% |
| 3Y | +173.8% | +208.4% | -34.7% | +136.5% |
| 5Y | +223.8% | -11.9% | +235.7% | +194.9% |
| All | +318.6% | -79.6% | +398.2% | +307.8% |
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