+26.4%
WCC vs ABCL
+138.2%
-111.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.8% | -10.7% | -10.0% |
| 7D | -8.8% | -10.0% | +1.2% | -7.6% |
| 30D | -16.0% | -10.9% | -5.1% | -15.0% |
| 3M | -15.2% | +101.6% | -116.9% | -24.1% |
| 6M | -8.4% | +167.5% | -175.9% | -25.0% |
| YTD | +30.1% | +259.1% | -229.0% | -2.7% |
| 1Y | +26.4% | +152.2% | -125.7% | +2.5% |
| All | +26.4% | +138.2% | -111.8% | +2.5% |
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