-1.1%
WM vs ABCL
+186.8%
-187.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.3% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | -2.4% | +93.1% | -95.4% | +0.3% |
| 3M | +0.4% | +79.4% | -79.0% | +3.3% |
| 6M | -9.5% | +214.9% | -224.4% | -6.0% |
| YTD | +0.5% | +234.2% | -233.7% | +4.6% |
| 1Y | -1.1% | +174.8% | -175.8% | +1.4% |
| All | -1.1% | +186.8% | -187.9% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling