+91.5%
WAT vs ABCL
-81.2%
+172.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +0.6% | -3.3% | +3.9% | +0.9% |
| 30D | +5.4% | -7.1% | +12.5% | +6.1% |
| 3M | +11.3% | +4.7% | +6.6% | +10.3% |
| 6M | +37.4% | +140.9% | -103.5% | +23.2% |
| YTD | +21.2% | +236.0% | -214.8% | +4.2% |
| 1Y | +21.3% | +217.4% | -196.1% | +4.8% |
| 3Y | +83.4% | +188.7% | -105.3% | +52.7% |
| 5Y | +29.0% | -23.5% | +52.5% | +13.8% |
| All | +91.5% | -81.2% | +172.7% | +65.6% |
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