+116.4%
WFC vs ABCL
+156.0%
-39.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.7% | -7.8% | -1.5% |
| 7D | +0.6% | -3.2% | +3.8% | +0.8% |
| 30D | +4.6% | -7.4% | +12.0% | +4.9% |
| 3M | -3.6% | +81.9% | -85.5% | -9.0% |
| 6M | +5.6% | +135.7% | -130.1% | -3.8% |
| YTD | -8.5% | +247.4% | -255.8% | -20.7% |
| 1Y | -0.3% | +162.3% | -162.6% | -11.1% |
| 3Y | +116.4% | +165.5% | -49.0% | +77.7% |
| All | +116.4% | +156.0% | -39.6% | +77.7% |
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