+39.3%
WEC vs ABCL
-81.3%
+120.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | -3.9% | +79.4% | -83.4% | -3.6% |
| 6M | -8.3% | +214.9% | -223.2% | -8.0% |
| YTD | +3.1% | +234.2% | -231.2% | +3.5% |
| 1Y | +1.9% | +174.8% | -172.8% | +2.3% |
| 3Y | +41.9% | +104.5% | -62.6% | +42.1% |
| 5Y | +30.8% | -39.0% | +69.8% | +28.3% |
| All | +39.3% | -81.3% | +120.5% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling