+238.3%
WFC vs ABCL
-79.6%
+317.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.9% | +2.3% | -1.4% | +0.7% |
| 30D | +3.3% | -0.7% | +3.9% | +3.1% |
| 3M | -1.4% | +33.4% | -34.8% | -4.1% |
| 6M | +14.7% | +137.8% | -123.1% | +5.5% |
| YTD | -5.9% | +264.3% | -270.2% | -17.2% |
| 1Y | +1.8% | +209.2% | -207.3% | -9.2% |
| 3Y | +124.9% | +208.4% | -83.5% | +92.5% |
| 5Y | +92.7% | -11.9% | +104.6% | +72.8% |
| All | +238.3% | -79.6% | +317.9% | +212.0% |
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 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