+652.6%
WDC vs ABCL
-79.6%
+732.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -16.7% | +2.3% | -19.0% | -16.9% |
| 30D | -27.2% | -0.7% | -26.5% | -26.9% |
| 3M | -34.0% | +33.4% | -67.4% | -37.2% |
| 6M | -39.7% | +137.8% | -177.5% | -49.1% |
| YTD | +68.1% | +264.3% | -196.3% | +31.4% |
| 1Y | +66.3% | +209.2% | -142.9% | +33.2% |
| 3Y | +754.4% | +208.4% | +546.0% | +550.0% |
| 5Y | +595.8% | -11.9% | +607.7% | +487.2% |
| All | +652.6% | -79.6% | +732.1% | +545.7% |
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