+26.6%
WAT vs ABCL
+199.8%
-173.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -1.0% | +3.5% |
| 7D | +6.0% | +12.4% | -6.4% | +4.4% |
| 30D | +9.9% | -0.4% | +10.3% | +9.7% |
| 3M | +17.2% | +80.4% | -63.2% | +8.7% |
| 6M | +34.2% | +138.5% | -104.3% | +18.1% |
| YTD | +25.5% | +265.5% | -240.0% | +3.7% |
| All | +26.6% | +199.8% | -173.2% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling