+52.3%
WEC vs ABCL
-80.5%
+132.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.7% | -8.8% | -2.0% |
| 7D | -0.2% | -3.2% | +3.0% | -0.2% |
| 30D | +12.3% | -7.4% | +19.7% | +12.3% |
| 3M | +8.3% | +81.9% | -73.7% | +8.5% |
| 6M | +3.5% | +135.7% | -132.3% | +3.8% |
| YTD | +12.7% | +247.4% | -234.6% | +13.2% |
| 1Y | +8.2% | +162.3% | -154.1% | +8.6% |
| 3Y | +55.9% | +165.5% | -109.6% | +56.6% |
| 5Y | +51.2% | -21.3% | +72.5% | +49.3% |
| All | +52.3% | -80.5% | +132.9% | +47.8% |
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