+90.7%
WFC vs ABCL
-26.2%
+116.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.4% |
| 7D | +2.5% | -3.3% | +5.8% | +2.8% |
| 30D | +7.0% | -7.1% | +14.1% | +7.3% |
| 3M | -1.8% | +4.7% | -6.5% | -2.9% |
| 6M | +18.4% | +140.9% | -122.5% | +6.4% |
| YTD | -5.6% | +236.0% | -241.6% | -19.1% |
| 1Y | +3.9% | +217.4% | -213.5% | -10.5% |
| 3Y | +126.3% | +188.7% | -62.4% | +85.9% |
| All | +90.7% | -26.2% | +116.9% | +65.0% |
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