+7.0%
WBD vs ABCL
-77.4%
+84.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +178.4% | -164.6% | -7.1% |
| 7D | +13.8% | +178.4% | -164.6% | -7.1% |
| 30D | +13.8% | +178.4% | -164.6% | -7.1% |
| 3M | +13.8% | +178.4% | -164.6% | -7.1% |
| 6M | +13.3% | +291.5% | -278.2% | -13.1% |
| YTD | +7.4% | +302.9% | -295.5% | -19.2% |
| 1Y | +63.0% | +133.6% | -70.6% | +33.9% |
| 3Y | +206.7% | +211.8% | -5.0% | +124.4% |
| 5Y | +18.4% | -16.6% | +35.0% | -5.8% |
| All | +7.0% | -77.4% | +84.4% | -14.5% |
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 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