+110.6%
WCC vs ABCL
+139.9%
-29.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -9.4% | -0.2% | -7.7% |
| 7D | -21.9% | -14.9% | -7.0% | -19.4% |
| 30D | -25.4% | -15.4% | -10.1% | -23.1% |
| 3M | -23.1% | +88.0% | -111.1% | -33.6% |
| 6M | -18.1% | +138.8% | -156.9% | -34.8% |
| YTD | +17.7% | +225.4% | -207.8% | -14.3% |
| 1Y | +12.4% | +137.3% | -124.9% | -12.5% |
| All | +110.6% | +139.9% | -29.3% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling