+712.3%
WDC vs ABCL
+156.0%
+556.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.7% | -8.2% | -2.8% |
| 7D | -28.0% | -3.2% | -24.8% | -27.3% |
| 30D | -34.9% | -7.4% | -27.5% | -33.8% |
| 3M | -41.6% | +81.9% | -123.5% | -48.6% |
| 6M | -45.4% | +135.7% | -181.1% | -55.5% |
| YTD | +53.3% | +247.4% | -194.1% | +14.0% |
| 1Y | +61.5% | +162.3% | -100.7% | +25.9% |
| 3Y | +712.3% | +165.5% | +546.9% | +496.0% |
| All | +712.3% | +156.0% | +556.3% | +496.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling