-20.6%
WBD vs ABCL
-93.4%
+72.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.8% |
| 7D | +3.1% | -25.0% | +28.0% | +8.1% |
| 30D | +34.4% | -27.1% | +61.5% | +41.3% |
| 3M | +110.6% | -5.2% | +115.8% | +109.1% |
| 6M | +153.4% | +98.5% | +54.8% | +114.7% |
| YTD | +117.4% | +37.5% | +79.9% | +94.5% |
| 1Y | +150.3% | +49.3% | +101.1% | +120.0% |
| 3Y | +112.8% | -68.8% | +181.6% | +129.8% |
| All | -20.6% | -93.4% | +72.8% | -17.9% |
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