+8.0%
WEC vs ABCL
+201.0%
-193.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.3% |
| 7D | -0.5% | -2.7% | +2.1% | -0.6% |
| 30D | +12.0% | -5.4% | +17.4% | +12.0% |
| 3M | +11.1% | +22.4% | -11.4% | +11.2% |
| 6M | +6.0% | +127.6% | -121.6% | +6.3% |
| YTD | +14.3% | +249.4% | -235.1% | +13.0% |
| 1Y | +8.0% | +198.0% | -190.0% | +7.3% |
| All | +8.0% | +201.0% | -193.0% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling