+14.5%
WCC vs ABCL
+152.2%
-137.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.7% | -4.6% | +1.1% |
| 7D | -14.7% | -3.2% | -11.5% | -14.3% |
| 30D | -20.1% | -7.4% | -12.7% | -19.3% |
| 3M | -21.2% | +81.9% | -103.1% | -28.3% |
| 6M | -19.2% | +135.7% | -154.9% | -32.2% |
| YTD | +20.2% | +247.4% | -227.1% | -10.2% |
| 1Y | +14.5% | +162.3% | -147.8% | -8.9% |
| All | +14.5% | +152.2% | -137.8% | -8.9% |
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 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