+129.1%
WM vs ABCL
-81.8%
+210.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.4% | +10.5% | +1.0% |
| 7D | +4.5% | -14.9% | +19.4% | +4.2% |
| 30D | +16.1% | -15.4% | +31.4% | +15.8% |
| 3M | +8.0% | +88.0% | -80.0% | +9.1% |
| 6M | +8.4% | +138.8% | -130.4% | +9.9% |
| YTD | +11.2% | +225.4% | -214.2% | +13.1% |
| 1Y | +22.3% | +137.3% | -115.0% | +24.1% |
| 3Y | +50.2% | +136.8% | -86.6% | +52.5% |
| 5Y | +63.3% | -26.2% | +89.5% | +64.6% |
| All | +129.1% | -81.8% | +210.8% | +134.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling