+46.9%
WCN vs ABCL
-18.8%
+65.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | +0.5% |
| 7D | +1.2% | +12.4% | -11.2% | +1.1% |
| 30D | +24.6% | -0.4% | +24.9% | +24.6% |
| 3M | +14.2% | +80.4% | -66.2% | +13.2% |
| 6M | +25.7% | +138.5% | -112.9% | +23.8% |
| YTD | +9.3% | +265.5% | -256.2% | +6.4% |
| 1Y | +15.3% | +219.7% | -204.4% | +12.6% |
| 3Y | +48.6% | +209.4% | -160.8% | +43.2% |
| 5Y | +46.9% | -15.0% | +61.9% | +44.0% |
| All | +46.9% | -18.8% | +65.8% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling