+66.3%
WCN vs ABCL
-81.2%
+147.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.4% | +1.4% | -1.9% | -0.5% |
| 30D | -2.1% | +65.1% | -67.2% | -2.7% |
| 3M | +6.4% | +111.1% | -104.7% | +5.5% |
| 6M | -3.7% | +231.6% | -235.3% | -5.3% |
| YTD | -6.4% | +234.5% | -240.9% | -8.0% |
| 1Y | -7.9% | +174.3% | -182.3% | -9.5% |
| 3Y | +20.8% | +111.5% | -90.7% | +18.4% |
| 5Y | +29.0% | -37.3% | +66.3% | +27.0% |
| All | +66.3% | -81.2% | +147.6% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling