+86.8%
WFC vs ABCL
-21.8%
+108.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.2% | -1.0% |
| 7D | +1.2% | -3.2% | +4.4% | +1.4% |
| 30D | +5.2% | -7.4% | +12.6% | +5.6% |
| 3M | -3.0% | +81.9% | -85.0% | -9.3% |
| 6M | +6.2% | +135.7% | -129.5% | -4.3% |
| YTD | -7.9% | +247.4% | -255.3% | -21.2% |
| 1Y | +0.3% | +162.3% | -162.0% | -11.8% |
| 3Y | +117.7% | +165.5% | -47.7% | +80.8% |
| All | +86.8% | -21.8% | +108.6% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling