+97.9%
WAT vs ABCL
-79.6%
+177.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +3.4% | +2.3% | +1.1% | +3.1% |
| 30D | +9.6% | -0.7% | +10.3% | +9.5% |
| 3M | +15.5% | +33.4% | -17.9% | +11.6% |
| 6M | +33.9% | +137.8% | -103.9% | +20.2% |
| YTD | +25.2% | +264.3% | -239.1% | +6.7% |
| 1Y | +26.3% | +209.2% | -182.9% | +9.3% |
| 3Y | +85.8% | +208.4% | -122.6% | +53.7% |
| 5Y | +35.3% | -11.9% | +47.2% | +18.3% |
| All | +97.9% | -79.6% | +177.4% | +69.6% |
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