-8.5%
WCN vs ABCL
+186.8%
-195.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | -0.6% | +0.7% | -1.3% | -0.6% |
| 30D | +0.4% | +93.1% | -92.6% | +1.1% |
| 3M | +7.3% | +79.4% | -72.1% | +8.2% |
| 6M | -2.5% | +214.9% | -217.4% | -2.1% |
| YTD | -5.4% | +234.2% | -239.6% | -5.1% |
| 1Y | -8.5% | +174.8% | -183.2% | -10.5% |
| All | -8.5% | +186.8% | -195.3% | -10.5% |
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