+17.8%
WBD vs ABCL
-9.3%
+27.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +195.7% | -182.0% | -9.2% |
| 7D | +13.7% | +195.7% | -182.0% | -9.2% |
| 30D | +13.7% | +195.7% | -182.0% | -9.2% |
| 3M | +13.7% | +195.7% | -182.0% | -9.2% |
| 6M | +13.3% | +291.5% | -278.2% | -15.1% |
| YTD | +7.4% | +302.9% | -295.5% | -21.6% |
| 1Y | +63.0% | +133.6% | -70.6% | +33.4% |
| 3Y | +206.7% | +211.8% | -5.0% | +115.5% |
| All | +17.8% | -9.3% | +27.1% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling