+252.9%
WFC vs ABCL
-81.3%
+334.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +3.8% | +0.7% | +3.1% | +3.7% |
| 30D | +1.5% | +93.1% | -91.6% | -4.0% |
| 3M | +10.9% | +79.4% | -68.6% | +5.0% |
| 6M | +8.4% | +214.9% | -206.4% | -2.5% |
| YTD | -1.9% | +234.2% | -236.1% | -12.7% |
| 1Y | +12.3% | +174.8% | -162.4% | +0.8% |
| 3Y | +132.3% | +104.5% | +27.9% | +104.7% |
| 5Y | +130.1% | -39.0% | +169.1% | +109.4% |
| All | +252.9% | -81.3% | +334.1% | +228.7% |
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 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