+928.6%
WDC vs ABCL
-41.3%
+969.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.1% | +6.1% |
| 7D | +1.7% | +0.7% | +1.0% | +1.6% |
| 30D | -10.0% | +93.1% | -103.0% | -21.9% |
| 3M | -18.8% | +79.4% | -98.2% | -29.1% |
| 6M | +79.0% | +214.9% | -135.8% | +38.7% |
| YTD | +171.6% | +234.2% | -62.7% | +106.3% |
| 1Y | +417.4% | +174.8% | +242.6% | +305.1% |
| 3Y | +1,251.8% | +104.5% | +1,147.3% | +942.7% |
| All | +928.6% | -41.3% | +969.9% | +767.4% |
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