-9.4%
WCC vs ABCL
+144.1%
-153.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.3% |
| 7D | +14.2% | +4.4% | +9.8% | +13.6% |
| 30D | -9.8% | -7.9% | -2.0% | -9.3% |
| 3M | -10.1% | +12.2% | -22.3% | -10.7% |
| 6M | -9.4% | +134.7% | -144.1% | -15.2% |
| All | -9.4% | +144.1% | -153.5% | -15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling