+68.1%
WCN vs ABCL
-81.3%
+149.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | +7.3% | +79.4% | -72.1% | +6.6% |
| 6M | -2.5% | +214.9% | -217.4% | -4.0% |
| YTD | -5.4% | +234.2% | -239.6% | -7.0% |
| 1Y | -8.5% | +174.8% | -183.2% | -10.0% |
| 3Y | +20.8% | +104.5% | -83.7% | +18.5% |
| 5Y | +30.0% | -39.0% | +69.0% | +28.0% |
| All | +68.1% | -81.3% | +149.3% | +67.2% |
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