+54.0%
WEC vs ABCL
-79.5%
+133.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | +1.1% |
| 7D | +0.2% | +12.4% | -12.2% | +0.3% |
| 30D | +12.9% | -0.4% | +13.3% | +13.0% |
| 3M | +9.8% | +80.4% | -70.6% | +10.1% |
| 6M | +6.7% | +138.5% | -131.8% | +7.2% |
| YTD | +14.0% | +265.5% | -251.5% | +14.5% |
| 1Y | +7.3% | +219.7% | -212.4% | +7.8% |
| 3Y | +63.8% | +209.4% | -145.6% | +64.7% |
| 5Y | +54.8% | -15.0% | +69.8% | +52.9% |
| All | +54.0% | -79.5% | +133.5% | +49.5% |
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