+43.8%
WEC vs ABCL
+104.5%
-60.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | -1.3% | +93.1% | -94.4% | -1.6% |
| 3M | -3.9% | +79.4% | -83.4% | -4.2% |
| 6M | -8.3% | +214.9% | -223.2% | -9.2% |
| YTD | +3.1% | +234.2% | -231.2% | +1.9% |
| 1Y | +1.9% | +174.8% | -172.8% | +0.8% |
| All | +43.8% | +104.5% | -60.7% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling