+387.2%
WCC vs ABCL
-81.3%
+468.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.1% |
| 7D | +4.5% | +0.7% | +3.8% | +4.4% |
| 30D | -5.8% | +93.1% | -98.9% | -16.2% |
| 3M | -3.7% | +79.4% | -83.1% | -14.1% |
| 6M | +23.1% | +214.9% | -191.8% | -1.1% |
| YTD | +44.2% | +234.2% | -190.1% | +13.6% |
| 1Y | +62.1% | +174.8% | -112.7% | +30.5% |
| 3Y | +121.1% | +104.5% | +16.6% | +74.4% |
| 5Y | +214.0% | -39.0% | +253.0% | +164.9% |
| All | +387.2% | -81.3% | +468.4% | +335.6% |
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