+47.8%
WCN vs ABCL
-26.2%
+74.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +2.6% | -3.3% | +5.9% | +2.6% |
| 30D | +23.9% | -7.1% | +31.1% | +24.0% |
| 3M | +17.4% | +4.7% | +12.7% | +17.2% |
| 6M | +28.0% | +140.9% | -112.9% | +25.9% |
| YTD | +11.6% | +236.0% | -224.4% | +8.7% |
| 1Y | +16.9% | +217.4% | -200.5% | +13.9% |
| 3Y | +51.6% | +188.7% | -137.1% | +46.0% |
| All | +47.8% | -26.2% | +74.0% | +44.6% |
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 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