+231.2%
WFC vs ABCL
-80.5%
+311.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.2% | -0.9% |
| 7D | +1.2% | -3.2% | +4.4% | +1.4% |
| 30D | +5.2% | -7.4% | +12.6% | +5.5% |
| 3M | -3.0% | +81.9% | -85.0% | -8.1% |
| 6M | +6.2% | +135.7% | -129.5% | -2.3% |
| YTD | -7.9% | +247.4% | -255.3% | -18.7% |
| 1Y | +0.3% | +162.3% | -162.0% | -9.5% |
| 3Y | +117.7% | +165.5% | -47.7% | +88.2% |
| 5Y | +88.4% | -21.3% | +109.6% | +69.7% |
| All | +231.2% | -80.5% | +311.7% | +206.4% |
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