+113.2%
WDC vs ABCL
+138.2%
-25.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.6% | -7.0% |
| 7D | -18.3% | -10.0% | -8.3% | -16.5% |
| 30D | -26.7% | -10.9% | -15.8% | -24.9% |
| 3M | -40.9% | +101.6% | -142.6% | -50.3% |
| 6M | -26.8% | +167.5% | -194.3% | -45.2% |
| YTD | +88.2% | +259.1% | -170.9% | +22.2% |
| 1Y | +113.2% | +152.2% | -39.0% | +53.8% |
| All | +113.2% | +138.2% | -25.0% | +53.8% |
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