+583.2%
WDC vs ABCL
-23.2%
+606.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.1% |
| 7D | +16.3% | +4.4% | +11.9% | +15.2% |
| 30D | -18.3% | -7.9% | -10.4% | -16.7% |
| 3M | -31.4% | +12.2% | -43.7% | -33.2% |
| 6M | -36.3% | +134.7% | -171.0% | -47.8% |
| YTD | +80.8% | +239.8% | -158.9% | +36.3% |
| 1Y | +87.7% | +192.7% | -105.0% | +45.3% |
| 3Y | +819.4% | +187.6% | +631.8% | +567.7% |
| 5Y | +583.2% | -22.6% | +605.8% | +467.3% |
| All | +583.2% | -23.2% | +606.4% | +467.3% |
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