+354.2%
WCC vs ABCL
-81.0%
+435.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.4% |
| 7D | +14.2% | +4.4% | +9.8% | +13.4% |
| 30D | -9.8% | -7.9% | -2.0% | -8.8% |
| 3M | -10.1% | +12.2% | -22.3% | -12.4% |
| 6M | -9.4% | +134.7% | -144.1% | -23.7% |
| YTD | +34.4% | +239.8% | -205.4% | +5.3% |
| 1Y | +23.3% | +192.7% | -169.4% | -1.2% |
| 3Y | +137.9% | +187.6% | -49.7% | +80.1% |
| 5Y | +144.0% | -22.6% | +166.6% | +103.3% |
| All | +354.2% | -81.0% | +435.2% | +303.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling