-21.6%
WBD vs ABCL
-93.6%
+72.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -13.7% | +14.8% | +3.5% |
| 7D | +1.0% | -29.5% | +30.5% | +7.1% |
| 30D | +26.7% | -36.6% | +63.3% | +36.6% |
| 3M | +91.1% | -7.8% | +98.9% | +90.7% |
| 6M | +164.8% | +94.5% | +70.3% | +125.2% |
| YTD | +114.5% | +33.4% | +81.0% | +92.9% |
| 1Y | +141.9% | +43.8% | +98.2% | +114.0% |
| 3Y | +120.7% | -67.4% | +188.2% | +137.5% |
| All | -21.6% | -93.6% | +72.0% | -18.6% |
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